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Time Duration Decay In Romanian Capital Markets

Author

Listed:
  • Mukul Pal

    (“Babes-Bolyai” University, Cluj-Napoca)

  • Ioan Alin Nistor

    (“Babes-Bolyai” University, Cluj-Napoca)

Abstract

Classic studies of the probability density of price fluctuations g for stocks and foreign exchanges of several highly developed economies have been interpreted using a power-law probability density function P(g) g−(α+1) with exponent values α > 2, which are outside the L´evy-stable regime 0

Suggested Citation

  • Mukul Pal & Ioan Alin Nistor, 2011. "Time Duration Decay In Romanian Capital Markets," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 5(5(558)(su), pages 641-646, July.
    • Handle: RePEc:agr:journl:v:5(558)(supplement):y:2011:i:5(558)(supplement):p:641-646
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    Citations

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    Cited by:

    1. Ioan E. Nistor & Daniela-Rodica Popescu, 2013. "Romanian SMEs Financing Options: An Empirical Analysis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(15), pages 12-21, December.
    2. Dan Topor & Sorinel Căpuşneanu & Alina Puţan, 2012. "Evolution And Performance Analysis For Wine Entities In Romania," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(14), pages 1-9.

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