FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2062615869> ?p ?o ?g. }

• W2062615869 endingPage "389" @default.
• W2062615869 startingPage "389" @default.
• W2062615869 abstract "We study the temporal evolutions of three stock markets; Standard and Poor's 500 index, Nikkei 225 Stock Average, and the Korea Composite Stock Price Index. We observe that the probability density function of the log-return has a fat tail but the tail index has been increasing continuously in recent years. We have also found that the variance of the autocorrelation function, the scaling exponent of the standard deviation, and the statistical complexity decrease, but that the entropy density increases as time goes over time. We introduce a modified microscopic spin model and simulate the model to confirm such increasing and decreasing tendencies in statistical quantities. These findings indicate that these three stock markets are becoming more efficient." @default.
• W2062615869 created "2016-06-24" @default.
• W2062615869 creator A5037779476 @default.
• W2062615869 creator A5057004506 @default.
• W2062615869 creator A5061845811 @default.
• W2062615869 creator A5087933747 @default.
• W2062615869 date "2008-02-01" @default.
• W2062615869 modified "2023-10-18" @default.
• W2062615869 title "Increasing market efficiency in the stock markets" @default.
• W2062615869 cites W1510334916 @default.
• W2062615869 cites W1551871633 @default.
• W2062615869 cites W1567688735 @default.
• W2062615869 cites W1967851828 @default.
• W2062615869 cites W1971642354 @default.
• W2062615869 cites W1979559232 @default.
• W2062615869 cites W1990345192 @default.
• W2062615869 cites W1991768484 @default.
• W2062615869 cites W1995875735 @default.
• W2062615869 cites W2029126360 @default.
• W2062615869 cites W2029931724 @default.
• W2062615869 cites W2035755115 @default.
• W2062615869 cites W2044449143 @default.
• W2062615869 cites W2049583040 @default.
• W2062615869 cites W2054882778 @default.
• W2062615869 cites W2068604432 @default.
• W2062615869 cites W2069523214 @default.
• W2062615869 cites W2079001082 @default.
• W2062615869 cites W2083166828 @default.
• W2062615869 cites W2104125488 @default.
• W2062615869 cites W2117098078 @default.
• W2062615869 cites W2131773668 @default.
• W2062615869 cites W2135983145 @default.
• W2062615869 cites W2136913207 @default.
• W2062615869 cites W2154557591 @default.
• W2062615869 cites W2160024771 @default.
• W2062615869 cites W2501385074 @default.
• W2062615869 cites W2611011638 @default.
• W2062615869 cites W3100546618 @default.
• W2062615869 cites W3101912107 @default.
• W2062615869 cites W3122550036 @default.
• W2062615869 cites W3123598380 @default.
• W2062615869 cites W3125127893 @default.
• W2062615869 doi "https://doi.org/10.1140/epjb/e2008-00088-x" @default.
• W2062615869 hasPublicationYear "2008" @default.
• W2062615869 type Work @default.
• W2062615869 sameAs 2062615869 @default.
• W2062615869 citedByCount "10" @default.
• W2062615869 countsByYear W20626158692012 @default.
• W2062615869 countsByYear W20626158692013 @default.
• W2062615869 countsByYear W20626158692016 @default.
• W2062615869 countsByYear W20626158692019 @default.
• W2062615869 countsByYear W20626158692021 @default.
• W2062615869 crossrefType "journal-article" @default.
• W2062615869 hasAuthorship W2062615869A5037779476 @default.
• W2062615869 hasAuthorship W2062615869A5057004506 @default.
• W2062615869 hasAuthorship W2062615869A5061845811 @default.
• W2062615869 hasAuthorship W2062615869A5087933747 @default.
• W2062615869 hasBestOaLocation W20626158691 @default.
• W2062615869 hasConcept C106159729 @default.
• W2062615869 hasConcept C127313418 @default.
• W2062615869 hasConcept C144133560 @default.
• W2062615869 hasConcept C151730666 @default.
• W2062615869 hasConcept C154945302 @default.
• W2062615869 hasConcept C162324750 @default.
• W2062615869 hasConcept C191897082 @default.
• W2062615869 hasConcept C192562407 @default.
• W2062615869 hasConcept C204036174 @default.
• W2062615869 hasConcept C2780299701 @default.
• W2062615869 hasConcept C2780762169 @default.
• W2062615869 hasConcept C2985330422 @default.
• W2062615869 hasConcept C41008148 @default.
• W2062615869 hasConcept C47822265 @default.
• W2062615869 hasConceptScore W2062615869C106159729 @default.
• W2062615869 hasConceptScore W2062615869C127313418 @default.
• W2062615869 hasConceptScore W2062615869C144133560 @default.
• W2062615869 hasConceptScore W2062615869C151730666 @default.
• W2062615869 hasConceptScore W2062615869C154945302 @default.
• W2062615869 hasConceptScore W2062615869C162324750 @default.
• W2062615869 hasConceptScore W2062615869C191897082 @default.
• W2062615869 hasConceptScore W2062615869C192562407 @default.
• W2062615869 hasConceptScore W2062615869C204036174 @default.
• W2062615869 hasConceptScore W2062615869C2780299701 @default.
• W2062615869 hasConceptScore W2062615869C2780762169 @default.
• W2062615869 hasConceptScore W2062615869C2985330422 @default.
• W2062615869 hasConceptScore W2062615869C41008148 @default.
• W2062615869 hasConceptScore W2062615869C47822265 @default.
• W2062615869 hasIssue "3" @default.
• W2062615869 hasLocation W20626158691 @default.
• W2062615869 hasOpenAccess W2062615869 @default.
• W2062615869 hasPrimaryLocation W20626158691 @default.
• W2062615869 hasRelatedWork W1634175295 @default.
• W2062615869 hasRelatedWork W193746457 @default.
• W2062615869 hasRelatedWork W2355188832 @default.
• W2062615869 hasRelatedWork W2358366090 @default.
• W2062615869 hasRelatedWork W2569125016 @default.
• W2062615869 hasRelatedWork W3004742683 @default.
• W2062615869 hasRelatedWork W3190916122 @default.
• W2062615869 hasRelatedWork W3199823489 @default.

• next