From short to fat tails in financial markets: a unified description (Q978717): Difference between revisions

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-Celia Anteneodo
@@ Property / author: Celia Anteneodo / rank @@
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+Celia Anteneodo
@@ Property / author: Celia Anteneodo / rank @@
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@@ Property / arXiv ID: 0801.3263 / rank @@
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@@ Property / Wikidata QID: Q61412678 / rank @@
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@@ Property / cites work @@
+The Fokker-Planck equation. Methods of solution and applications
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@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
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@@ Property / cites work @@
+Q4827369
@@ Property / cites work: Q4827369 / rank @@
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@@ Property / cites work @@
+Q3713481
@@ Property / cites work: Q3713481 / rank @@
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@@ Property / cites work @@
+Multiplicative noise: A mechanism leading to nonextensive statistical mechanics
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@@ Property / cites work @@
+Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
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@@ Property / cites work @@
+Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes
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