| Revista: | Brazilian journal of physics |
| Base de datos: | PERIÓDICA |
| Número de sistema: | 000361850 |
| ISSN: | 0103-9733 |
| Autores: | Trincado, Estrella1 Vindel, José María2 |
| Instituciones: | 1Universidad Complutense de Madrid, Madrid. España 2Centro de Investigaciones Energéticas, Medioambientales y Tecnológicas, Madrid. España |
| Año: | 2013 |
| Periodo: | Ago |
| Volumen: | 43 |
| Número: | 4 |
| Paginación: | 260-267 |
| País: | Brasil |
| Idioma: | Inglés |
| Tipo de documento: | Artículo |
| Enfoque: | Experimental, aplicado |
| Resumen en inglés | The shape of the curves relating the scaling exponents of the structure functions to the order of these functions is shown to distinguish the Dow Jones index from other stock market indices.We conclude from the shape differences that the information-loss rate for the Dow Jones index is reduced at smaller time scales, while it grows for other indices. This anomaly is due to the construction of the index, in particular to its dependence on a single market parameter: price. Prices are subject to turbulence bursts, which act against full development of turbulence |
| Disciplinas: | Economía, Matemáticas |
| Palabras clave: | Banca, Matemáticas aplicadas, Mercados financieros, Turbulencia, Exponentes escalables |
| Keyword: | Economics, Mathematics, Banks, Applied mathematics, Financial markets, Turbulence, Scaling exponents |
| Texto completo: | Texto completo (Ver HTML) |
