UCL logo

UCL Discovery

UCL home » Library Services » Electronic resources » UCL Discovery

Scaling behaviors in differently developed markets

Di Matteo, T; Aste, T; Dacorogna, MM; (2003) Scaling behaviors in differently developed markets. Physica A: Statistical Mechanics and its Applications , 324 (1-2) pp. 183-188. 10.1016/S0378-4371(02)01996-9.

Full text not available from this repository.


Scaling properties of four different stock market indices were studied in terms of generalized Hurst exponent approach. It was verified that the observed differentiation among different degrees of market development emerged above the numerical fluctuations. The deviations from pure Brownian motion behavior were associated with the degrees of development of the market.

Type: Article
Title: Scaling behaviors in differently developed markets
DOI: 10.1016/S0378-4371(02)01996-9
UCL classification: UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Engineering Science
URI: http://discovery.ucl.ac.uk/id/eprint/1360904
Downloads since deposit
Download activity - last month
Download activity - last 12 months
Downloads by country - last 12 months

Archive Staff Only

View Item View Item