Statistical Analysis of the Stock Index of the Budapest Stock Exchange

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dc.creatorRotyis, J.
dc.creatorVattay, G.
dc.date1997-11-03
dc.date.accessioned2026-07-07T12:07:06Z
dc.date.available2026-07-07T12:07:06Z
dc.descriptionScaling properties of the BUX index are similar to those observed in other parts of the world. The main difference is that the traditional quantities like volatility, growth and autocorrelation of returns follows more closely the assumptions of the traditional stock market theory developed by Bachelier and by Black and Scholes.
dc.description4 pages Revtex
dc.identifierhttps://arxiv.org/abs/cond-mat/9711008
dc.identifierhttp://arxiv.org/abs/cond-mat/9711008
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208857
dc.subjectDisordered Systems and Neural Networks
dc.subjectChaotic Dynamics
dc.subjectStatistical Finance
dc.titleStatistical Analysis of the Stock Index of the Budapest Stock Exchange
dc.typetext

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