CHARACTERISTICS OF FINANCIAL FLUCTUATIONS (Charakterystyki fluktuacji finansowych)

• Authors: Rak Rafal , Drozdz Stanislaw , Oswiecimka Pawel
• Languages of publication: PL

Abstracts

EN

The study will examine the probability distributions of returns for the WIG20 index and the portfolio for the period from 17.11.2000 to 30.06.2005. These are the highest frequency (1 min) and the so-called tick by tick data (quotes at the time of the transaction). Except the data from the Polish stock market, the data from so-called mature markets (such as trading for the 1000 largest companies from the NYSE and NASDAQ index) will be analyzed. The analytical form of distributions (called q-Gaussian) will also be proposed. Nowadays it is one of the best representations describing the actual distributions.

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Wydział Nauk Ekonomicznych Uniwersytetu Warszawskiego
• Journal: Ekonomia. Rynek, Gospodarka, Społeczeństwo
• Year: 2011
• Issue: 25
• Pages: 172-178
• Document type: ARTICLE

Contributors

author

Rak Rafal

author

Drozdz Stanislaw

author

Oswiecimka Pawel

• Rak Rafal; Uniwersytet Rzeszowski w Rzeszowie; Instytut Fizyki UR; ul. Rejtana 16a; 35-959 Rzeszow, Poland

Identifiers

CEJSH db identifier

11PLAAAA102622