TY  - JOUR
AU  - Suarez García, Pablo
AU  - Gómez-Ullate Otaiza, David
PY  - 2013
DO  - 10.1016/j.physa.2012.11.026
SN  - 0378-4371
UR  - https://hdl.handle.net/20.500.14352/34712
T2  - Physica A: statistical mechanics and its applications
AB  - In this paper we perform a statistical analysis of the high-frequency returns of the IBEX35 Madrid stock exchange index. We find that its probability distribution seems to be stable over different time scales, a stylized fact observed in many...
LA  - eng
M2  - 1409
PB  - Elsevier
KW  - Price fluctuations
KW  - Tail thickness
KW  - Stock returns
KW  - Market
KW  - Parameters
KW  - Critique
KW  - Behavior
KW  - Alpha
KW  - Law
TI  - Scaling, stability and distribution of the high-frequency returns of the IBEX35 index
TY  - journal article
VL  - 392
ER  -