Simulation and Statistical Analysis of Market Return Fluctuation by Zipf Method | Zendy

Ya-Long Guo | Zendy; Jun Wang | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

Simulation and Statistical Analysis of Market Return Fluctuation by Zipf Method

Author(s) -

Ya-Long Guo,

Jun Wang

Publication year - 2011

Publication title -

mathematical problems in engineering

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.262

H-Index - 62

eISSN - 1026-7077

pISSN - 1024-123X

DOI - 10.1155/2011/253523

Subject(s) - zipf's law , econometrics , statistical analysis , statistics , economics , computer science , mathematics

We investigate the fluctuation behaviors of financial stock markets by Zipf analysis. In the present paper, the empirical research is made to describe ensemblesand specifics of stock price returns for global stock indices, and the correspondingZipf distributions are given. First we study the fluctuation behavior of global stockmarkets 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 arestudied for different time scales

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research