Scaling characteristics in the Taiwan stock market

@inproceedings{Hoa2015ScalingCI,
  title={Scaling characteristics in the Taiwan stock market},
  author={D Hoa and Chung-Kung Leea and Cheng-Cai Wanga and Mang Chuangb},
  year={2015}
}
  • D Hoa, Chung-Kung Leea, +1 author Mang Chuangb
  • Published 2015
Some statistical tools, including histogram, spectral analysis and fractal theory, were used on the daily Taiwan stock price index (TSPI) from 1987 to 2002 to examine the possible scale-invariant behavior and the clustering characteristics in Taiwan stock market. It was found that the TSPI data exhibited the characteristic of right-skewed frequency… CONTINUE READING