Simulation and Statistical Analysis of Market Return Fluctuation by Zipf Method
We investigate the fluctuation behaviors of financial stock markets by Zipf analysis. In the present paper, the empirical research is made to describe ensembles and specifics of stock price returns for global stock indices, and the corresponding Zipf distributions are given. First we study the fluct...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2011-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2011/253523 |
| Summary: | We investigate the fluctuation behaviors of financial stock markets by Zipf analysis. In the present paper, the empirical research is made to describe ensembles
and specifics of stock price returns for global stock indices, and the corresponding
Zipf distributions are given. First we study the fluctuation behavior of global stock
markets by (m,k)-Zipf method. Then we consider a dynamic stock price model,
and we analyze the absolute frequencies and the relative frequencies for this financial model. Further, the Zipf distributions of returns for SSE Composite Index are
studied for different time scales. |
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| ISSN: | 1024-123X 1563-5147 |