22 citations · 87 across the 28 of their papers we have counts for
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cond-mat.other2004
Statistical Facts of Artificial Stock Market
Hokky Situngkir, Yohanes Surya
The paper reports the construction of artificial stock market that emerges the similar statistical facts with real data in Indonesian stock market. We use the individual but domina…
cond-mat.other2004★ 1 cited
Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia
Hokky Situngkir, Yohanes Surya
This paper is trying to unveil general statistical characteristic of financial; time series data that is subjected to several financial time series data present in Indonesia, e.g.…