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• W2093332904 abstract "We report a numerical study of the Taiwan stock market, in which we used three data sources: the daily Taiwan stock exchange index (TAIEX) from January 1983 to May 2006, the daily OTC index from January 1995 to May 2006, and the one-min intraday data from February 2000 to December 2003. Our study is based on numerical estimates of persistence exponent θ p , Hurst exponent H 2 , and fluctuation exponent h 2 . We also discuss the results concerning persistence probability P(t), qth-order price–price correlation function G q (t), and qth-order normalized fluctuation function f q (t) among these indices." @default.
• W2093332904 created "2016-06-24" @default.
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• W2093332904 date "2009-09-10" @default.
• W2093332904 modified "2023-09-25" @default.
• W2093332904 title "PERSISTENCE PROBABILITY ANALYZED ON THE TAIWAN STOCK MARKET" @default.
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• W2093332904 doi "https://doi.org/10.1142/s0217979209053175" @default.
• W2093332904 hasPublicationYear "2009" @default.
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