Volatility in the Italian stock market: an empirical study (English)
- New search for: Raberto, M.
- New search for: Scalas, E.
- New search for: Cuniberti, G.
- New search for: Riani, M.
- New search for: Raberto, M.
- New search for: Scalas, E.
- New search for: Cuniberti, G.
- New search for: Riani, M.
In:
PHYSICA A
;
269
, 1
;
148-155
;
1999
-
ISSN:
- Article (Journal) / Print
-
Title:Volatility in the Italian stock market: an empirical study
-
Contributors:
-
Published in:PHYSICA A ; 269, 1 ; 148-155
-
Publisher:
- New search for: ELSEVIER
-
Publication date:1999-01-01
-
Size:8 pages
-
ISSN:
-
Type of media:Article (Journal)
-
Type of material:Print
-
Language:English
- New search for: 530
- Further information on Dewey Decimal Classification
-
Classification:
DDC: 530 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 269, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
-
Crowd effects and volatility in markets with competing agentsJohnson, Neil F. et al. | 1999
- 9
-
On the multinomial logit modelMarsili, Matteo et al. | 1999
- 16
-
Critical fluctuations in a random network modelNirei, M. et al. | 1999
- 24
-
Critical fluctuations of demand and supplyTakayasu, H. et al. | 1999
- 30
-
Toward a theory of marginally efficient marketsZhang, Yi-Cheng et al. | 1999
- 45
-
A more informative estimation procedure for the parameters of a diffusion processBasso, A. et al. | 1999
- 54
-
Statistical mechanics analysis of the continuous number partitioning problemFerreira, F.F. et al. | 1999
- 61
-
American option pricing in Gauss-Markov interest rate modelsGalluccio, Stefano et al. | 1999
- 72
-
Stationarity tests for financial time seriesGimeno, Ricardo et al. | 1999
- 79
-
Discrete random walk models for symmetric Lévy-Feller diffusion processesGorenflo, Rudolf et al. | 1999
- 79
-
Discrete random walk models for symmetric Levy-Feller diffusion processesGorenflo, R. / Fabritiis, G.D. / Mainardi, F. et al. | 1999
- 90
-
Correlations in the bond-future marketCuniberti, Gianaurelio et al. | 1999
- 98
-
Characteristic times in stock market indicesKullmann, L. et al. | 1999
- 111
-
Statistical analysis of 5 s index data of the Budapest Stock ExchangeJánosi, Imre M. et al. | 1999
- 125
-
Zipf's law in income distribution of companiesOkuyama, K. et al. | 1999
- 132
-
Empirical investigation of stock price dynamics in an emerging marketPalágyi, Zoltán et al. | 1999
- 140
-
Multiscaling and clustering of volatilityPasquini, Michele et al. | 1999
- 148
-
Volatility in the Italian stock market: an empirical studyRaberto, Marco et al. | 1999
- 156
-
Econophysics: Can physicists contribute to the science of economics?Stanley, H.E. et al. | 1999
- 170
-
The moving averages demystifiedVandewalle, N. et al. | 1999
- 177
-
Nonlinear index predictionZemke, Stefan et al. | 1999
- 184
-
Index| 1999