Power Laws and Gaussians for Stock Market Fluctuations

Details Power Laws and Gaussians for Stock Market Fluctuations Power Laws and Gaussians for Stock Market Fluctuations

2006-03-21

arxiv.org/abs/physics/0603173v1

Physics

Physics and Society

7 pages including 4 figures

Scientific paper

10.1016/j.physa.2006.07.012

The daily volume of transaction on the New York Stock Exchange and its
day-to-day fluctuations are analysed with respect to power-law tails as well
long-term trends. We also model the transition to a Gaussian distribution for
longer time intervals, like months instead of days.

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