Add to ORKGAbstract—In this paper, the data of Chinese stock markets is analyzed by the statistical methods and computer sciences. The fluctuations of stock prices and trade volumes are investigated by the method of Zipf plot, where Zipf plot technique is frequently used in physics science. In the first part of the present paper, the data of stocks prices and trade volumes in Shanghai Stock Exchange and Shenzhen Stock Exchange is analyzed, the statistical behaviors of stocks prices and trade volumes are studied. We select the daily data for Chinese stock markets during the years 2002-2006, by analyzing the data, we discuss the statistical properties of fat tails phenomena and the power law distributions for the daily stocks prices and trade volumes. I...
This thesis contributes to our knowledge of the behaviour of the Chinese stock market by offering an...
The focus of this chapter is on the statistical techniques used for analyzing prices andreturns in f...
As one of the most important ermerging financial markets in the world, China’s stock market has expe...
We investigate the fluctuation behaviors of financial stock markets by Zipf analysis. In the present...
AbstractWe investigate the statistical properties of traders’ trading behavior using cumulative dist...
Abstract—In this article, we collect the index daily return to analysis the fluctuations of daily re...
Abstract—The statistical analysis of Chinese stock market fluctuations modeled by the interacting pa...
In this paper we analyze the China stock markets and examine their price and volatility linkages wit...
When we consider stock markets, it is important to identify theoretical models that fit actual stock...
Statistical analysis of financial time series is studied. We use wavelet analysis to study signal to...
To consider the jump problem of the Chinese stock market, this paper takes the CSI 300 Index from Ap...
The power alpha of the Levy tails of stock market fluctuations discovered in recent years are genera...
AbstractIn this paper, we study Chinese stock market structural changes based on Dissipative Structu...
In financial time series there are time periods in which market indices values or assets prices incr...
We analyzed the structure of cross-correlation in China’s Shanghai Stock Exchange by examining daily...
This thesis contributes to our knowledge of the behaviour of the Chinese stock market by offering an...
The focus of this chapter is on the statistical techniques used for analyzing prices andreturns in f...
As one of the most important ermerging financial markets in the world, China’s stock market has expe...
We investigate the fluctuation behaviors of financial stock markets by Zipf analysis. In the present...
AbstractWe investigate the statistical properties of traders’ trading behavior using cumulative dist...
Abstract—In this article, we collect the index daily return to analysis the fluctuations of daily re...
Abstract—The statistical analysis of Chinese stock market fluctuations modeled by the interacting pa...
In this paper we analyze the China stock markets and examine their price and volatility linkages wit...
When we consider stock markets, it is important to identify theoretical models that fit actual stock...
Statistical analysis of financial time series is studied. We use wavelet analysis to study signal to...
To consider the jump problem of the Chinese stock market, this paper takes the CSI 300 Index from Ap...
The power alpha of the Levy tails of stock market fluctuations discovered in recent years are genera...
AbstractIn this paper, we study Chinese stock market structural changes based on Dissipative Structu...
In financial time series there are time periods in which market indices values or assets prices incr...
We analyzed the structure of cross-correlation in China’s Shanghai Stock Exchange by examining daily...
This thesis contributes to our knowledge of the behaviour of the Chinese stock market by offering an...
The focus of this chapter is on the statistical techniques used for analyzing prices andreturns in f...
As one of the most important ermerging financial markets in the world, China’s stock market has expe...