Statistical Properties of Major World Stock Market Indices

博士 === 國立中興大學 === 物理學系所 === 96 === In this work, we examine the statistical properties of major world stock market indices. The methodology is formulated using log-periodic financial index oscillation analysis technique, price-price correlation analysis technique, detrended fluctuation analysis tech...

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Bibliographic Details
Main Authors: I-Chun Chun, 陳怡君
Other Authors: Hsen-Che Tseng
Format: Others
Language:en_US
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/75501354491103564695