Fluctuations in time intervals of financial data from the view point of the Gini index
نویسندگان
چکیده
We propose an approach to explain fluctuations in time intervals of financial markets data from the view point of the Gini index. We show the explicit form of the Gini index for a Weibull distribution which is a good candidate to describe the first passage time of foreign exchange rate. The analytical expression of the Gini index gives a very close value with that of empirical data analysis.
منابع مشابه
Equity in the quality of hospital services in Iran
Background: Providing fair access to high-quality healthcare services is one of the most important goals of health systems. This study was conducted between 2012 and 2013 to determine the level of equity in the quality of hospital services in Iran. Methods: In this cross-sectional study, 1,003 patients were chosen from 100 hospitals in Iran with multi-stage rand...
متن کاملThe Asymmetric Impact of Weighting Economic and Political Events on the Fluctuations of Banking Group Index (Case of Tehran Stock Exchange)
Stock Exchange Investors have paid more attention to the banking group in recent years so that in many cases, the direction of the banking index has changed the general direction of the market. Therefore, exploring the banking index fluctuation is important from the point of view of investors as well as the direction of the market. The purpose is to examine the effectiveness and direction of ne...
متن کاملThe Impact of Financial Market Fluctuations on Financial Instability in the Iranian Economy: The Wavelet based Markov Switching Model
In this study, the effect of fluctuations of asset markets (exchange rate, oil price and stock market index) on financial instability index over a period of 1388-1397 monthly is investigated by using the Markov Switching model. The wavelet transform model is used to extract exchange rate fluctuations, oil prices and stock market index. The results show that the effect of exchange rate fluctuati...
متن کاملInstitutional Requirements for Enhancing Financial Stability in Iran
The conditions in which the financial system can continuously provide the necessary services for the proper functioning of the economy is called “financial stability”. In this study, using global experience and Iranian data from 1990 to 2016, an aggregate index of financial stability for Iran has been constructed under the four dimensions of "deposit taker institutions", "macroeconomics", "for...
متن کاملInvestigating the Effect of Non-financial Indicators on Forecasting the Occurrence of Financial Distress from the View of Urban Managers (Case Study: Bank Shahr)
The purpose of this study was to investigate the effect of non-financial indicators on forecasting The occurrence of financial distress in the Shahr Bank from the point of view of urban managers using the structural equation modeling approach. This research is an applied research in terms of purpose And in terms of method, it was a descriptive-survey study. The statistical population of the stu...
متن کامل