Inverse statistics in stock markets: Universality and idiosyncracy
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- Zhou, Wei-Xing & Yuan, Wei-Kang, 2005. "Inverse statistics in stock markets: Universality and idiosyncracy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 433-444.
References listed on IDEAS
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Cited by:
- Ren, Fei & Guo, Liang & Zhou, Wei-Xing, 2009.
"Statistical properties of volatility return intervals of Chinese stocks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 881-890.
- Fei Ren & Liang Guo & Wei-Xing Zhou, 2008. "Statistical properties of volatility return intervals of Chinese stocks," Papers 0807.1818, arXiv.org.
- Mu, Guo-Hua & Zhou, Wei-Xing, 2008.
"Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5211-5218.
- Guo-Hua Mu & Wei-Xing Zhou, 2007. "Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index," Papers 0709.1219, arXiv.org.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008.
"Multifractality in stock indexes: Fact or Fiction?,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(14), pages 3605-3614.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2007. "Multifractality in stock indexes: Fact or fiction?," Papers 0706.2140, arXiv.org.
- Łukasz Bil & Dariusz Grech & Magdalena Zienowicz, 2017. "Asymmetry of price returns—Analysis and perspectives from a non-extensive statistical physics point of view," PLOS ONE, Public Library of Science, vol. 12(11), pages 1-24, November.
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