Statistical Analysis of the Stock Index of the Budapest Stock Exchange

Details Statistical Analysis of the Stock Index of the Budapest Stock Exchange Statistical Analysis of the Stock Index of the Budapest Stock Exchange

1997-11-03

arxiv.org/abs/cond-mat/9711008v1

Physics

Condensed Matter

Disordered Systems and Neural Networks

4 pages Revtex

Scientific paper

Scaling properties of the BUX index are similar to those observed in other
parts of the world. The main difference is that the traditional quantities like
volatility, growth and autocorrelation of returns follows more closely the
assumptions of the traditional stock market theory developed by Bachelier and
by Black and Scholes.

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