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Keywords: Power law distribution
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Journal Articles
Multi‐scale relation analysis of power law distribution and correlation in the Chinese stock market
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Journal:
Kybernetes
Kybernetes (2012) 41 (9): 1323–1333.
Published: 12 October 2012
...Yi Lin; Hejing Xiong; Mianyun Chen; Hong‐lin Yang; Shou Chen; Yan Yang Purpose The purpose of this paper is to reveal the multi‐scale relation between power law distribution and correlation of stock returns and to figure out the determinants underlying capital markets. Design/methodology...
