Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (Q1873904): Difference between revisions
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Property / author: Iram M. Gléria / rank | |||
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Property / cites work: Introduction to Econophysics / rank | |||
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Property / cites work: Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight / rank | |||
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Property / cites work: Truncated Lévy walks and an emerging market economic index / rank | |||
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Revision as of 16:42, 5 June 2024
scientific article
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English | Autocorrelation as a source of truncated Lévy flights in foreign exchange rates |
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Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (English)
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21 May 2003
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convergence
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scaling power laws
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return probability
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