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Not Fully Developed Turbulence in the Dow Jones Index

The shape of the curves relating the scaling exponents of the structure functions to the order of these functions is shown to distinguish the Dow Jones index from other stock market indices.We conclude from the shape differences that the information-loss rate for the Dow Jones index is reduced at sm...

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Bibliografiset tiedot
Julkaisussa:Brazilian Journal of Physics
Päätekijät: Estrella Trincado, Jose María Vindel
Aineistotyyppi: Artigo
Kieli:Inglês
Julkaistu: Sociedade Brasileira de Física 2013
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Linkit:https://www.redalyc.org/articulo.oa?id=46427890008
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