Statistical properties of the Indonesian Stock Exchange Index

Terry Mart, Y. Surya

Research output: Contribution to journalConference article

2 Citations (Scopus)

Abstract

Using the tools developed for statistical physics, we have analyzed statistical properties of the Indonesian Stock Exchange Index (IHSG). In spite of the small number of available data used in the analysis, the result still shows the universal behavior of complex systems previously found in the leading stock indices. We also found that the fluctuation of the index return becomes more random after the crisis.

Original languageEnglish
Pages (from-to)198-202
Number of pages5
JournalPhysica A: Statistical Mechanics and its Applications
Volume344
Issue number1-2
DOIs
Publication statusPublished - 1 Dec 2004
EventApplications of Physics in Financial Analysis 4 (APFA4) - Warsaw, Poland
Duration: 13 Nov 200315 Nov 2003

Keywords

  • Econophysics
  • Statistical mechanics

Fingerprint Dive into the research topics of 'Statistical properties of the Indonesian Stock Exchange Index'. Together they form a unique fingerprint.

  • Cite this