The origin of fat-tailed distributions in financial time series (Q1409108): Difference between revisions

@@ Property / author @@
-Marcelo L. Lyra
@@ Property / author: Marcelo L. Lyra / rank @@
-Normal rank
@@ Property / author @@
-Maurizio Serva
@@ Property / author: Maurizio Serva / rank @@
-Normal rank
@@ Property / author @@
+Marcelo L. Lyra
@@ Property / author: Marcelo L. Lyra / rank @@
+Normal rank
@@ Property / author @@
+Maurizio Serva
@@ Property / author: Maurizio Serva / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+cond-mat/0112484
@@ Property / arXiv ID: cond-mat/0112484 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
+Normal rank
@@ Property / cites work @@
+Multiscale behaviour of volatility autocorrelations in a financial market
+Normal rank
@@ Property / cites work @@
+ABSENCE OF 1/f SPECTRA IN DOW JONES DAILY AVERAGE
@@ Property / cites work: ABSENCE OF 1/f SPECTRA IN DOW JONES DAILY AVERAGE / rank @@
+Normal rank
@@ Property / cites work @@
+Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics
+Normal rank
@@ Property / cites work @@
+The Black-Scholes option pricing problem in mathematical  finance: generalization and extensions for a large class of stochastic processes
+Normal rank
@@ Property / cites work @@
+Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions
+Normal rank
@@ Property / cites work @@
+Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
+Normal rank
@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional integration analysis of long-run behavior for US macroeconomic time series
+Normal rank