Survey on Log-Normally Distributed Market-Technical Trend Data
نویسندگان
چکیده
منابع مشابه
Survey on Log-Normally Distributed Market-Technical Trend Data
Abstract: In this survey, a short introduction of the recent discovery of log-normally-distributed market-technical trend data will be given. The results of the statistical evaluation of typical market-technical trend variables will be presented. It will be shown that the log-normal assumption fits better to empirical trend data than to daily returns of stock prices. This enables one to mathema...
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ژورنال
عنوان ژورنال: Risks
سال: 2016
ISSN: 2227-9091
DOI: 10.3390/risks4030020