collaborators

1 paper

physics.data-an2006

Critical dynamics and global persistence exponent on Taiwan financial market

I-Chun Chen, Hsen-Che Tseng, Ping-Cheng Li +1

We investigated the critical dynamics on the daily Taiwan stock exchange index (TSE) from 1971 to 2005, and the 5-min intraday data from 1996 to 2005. A global persistence exponent…