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- W3124154920 abstract "We investigate the waiting-time distribution of the absolute return in the Korean stock-market index KOSPI. We define the waiting time as a time interval during which the normalized absolute return remains continuously below a threshold $r_c$. Through an exponential bin plot, we observe that the waiting-time distribution shows power-law behavior, $p_f (t) sim t^{-beta}$, for a range of threshold values. The waiting-time distribution has two scaling regimes, separated by the crossover time $t_c approx 200$ min. The power-law exponents of the waiting-time distribution decrease when the return time $Delta t$ increases. In the late-time regime, $t > t_c$, the power-law exponents are independent of the threshold to within the error bars for fixed return time." @default.
- W3124154920 created "2021-02-01" @default.
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- W3124154920 date "2005-08-01" @default.
- W3124154920 modified "2023-09-27" @default.
- W3124154920 title "Waiting-time distribution for a stock-market index" @default.
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