Precision Measurement of the Return Distribution Property of the Chinese Stock Market Index
In econophysics, the analysis of the return distribution of a financial asset using statistical physics methods is a long-standing and important issue. This paper systematically conducts an analysis of composite index 1 min datasets over a 17-year period (2005–2021) for both the Shanghai and Shenzhe...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/25/1/36 |