M
M. Meyer
Researcher at Boston University
Publications - 3
Citations - 753
M. Meyer is an academic researcher from Boston University. The author has contributed to research in topics: Econophysics & Stock market index. The author has an hindex of 2, co-authored 3 publications receiving 732 citations.
Papers
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Journal ArticleDOI
Statistical properties of the volatility of price fluctuations.
Yanhui Liu,Parameswaran Gopikrishnan,Pierre Cizeau,M. Meyer,Chung-Kang Peng,Chung-Kang Peng,H. E. Stanley +6 more
TL;DR: The cumulative distribution of the volatility is consistent with a power-law asymptotic behavior, characterized by an exponent mu approximately 3, similar to what is found for the distribution of price changes.
Journal ArticleDOI
Econophysics : can statistical physics contribute to the science of economics?
Luís A. Nunes Amaral,Pierre Cizeau,Parameswaran Gopikrishnan,Yanhui Liu,M. Meyer,Chung-Kang Peng,H. E. Stanley +6 more
TL;DR: This paper analyzed 1-minute data on a stock index, the Standard and Poor index of the 500 largest stocks, and found that the fluctuations in the volatility are correlated, and that the correlations are well described by a power law.
Book ChapterDOI
Fluctuations and their correlations in econophysics
Yanhui Liu,Luís A. Nunes Amaral,Pierre Cizeau,Parameswaran Gopikrishnan,M. Meyer,Chung-Kang Peng,H. E. Stanley +6 more
TL;DR: The authors analyzed 1-minute data on a stock index, the Standard and Poor index of the 500 largest stocks, and found that the fluctuations in the volatility are correlated, and that the correlations are well described by a power law.