Journal of Mathematical Finance

Vol.6 No.5(2016), Paper ID 72058, 8 pages

DOI:10.4236/jmf.2016.65053

 

Jump Intervals of Stock Price Have Power-Law Distribution: An Empirical Study

 

Hongduo Cao, Ying Li, Huaping He, Zhi He

 

Sun Yat-sen Business School, Sun Yat-sen University, Guangzhou, China
Sun Yat-sen Business School, Sun Yat-sen University, Guangzhou, China
Sun Yat-sen Business School, Sun Yat-sen University, Guangzhou, China
Sun Yat-sen Business School, Sun Yat-sen University, Guangzhou, China

 

Copyright © 2016 Hongduo Cao, Ying Li, Huaping He, Zhi He et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Cao, H. , Li, Y. , He, H. and He, Z. (2016) Jump Intervals of Stock Price Have Power-Law Distribution: An Empirical Study. Journal of Mathematical Finance, 6, 770-777. doi: 10.4236/jmf.2016.65053.

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