Fluctuations Of WIG-the index of Warsaw Stock Exchange. Preliminary studies

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dc.creatorMakowiec, Danuta
dc.creatorGnacinski, Piotr
dc.date2000-10-13
dc.date.accessioned2026-07-07T12:06:29Z
dc.date.available2026-07-07T12:06:29Z
dc.descriptionA time series that represents daily values of the WIG index (the main index of Warsaw Stock Exchange) over last 5 years is examined. Non-Gaussian features of distributions of fluctuations, namely returns, over a time scale are considered. Some general properties like exponents of the long range correlation estimated by averaged volatility and detrended fluctuations analysis (DFA) as well as exponents describing a decay of tails of the cumulative distributions are found. Closing, the Zipf analysis for the WIG index time series translated into three letter text is presented.
dc.description10 pages and 15 files with figures
dc.identifierhttps://arxiv.org/abs/cond-mat/0010190
dc.identifierhttp://arxiv.org/abs/cond-mat/0010190
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208666
dc.subjectStatistical Mechanics
dc.subjectStatistical Finance
dc.titleFluctuations Of WIG-the index of Warsaw Stock Exchange. Preliminary studies
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