Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (Q1873904): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 2 users not shown)
Property / author
 
Property / author: Iram M. Gléria / rank
Normal rank
 
Property / author
 
Property / author: Iram M. Gléria / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Econophysics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight / rank
 
Normal rank
Property / cites work
 
Property / cites work: Truncated Lévy walks and an emerging market economic index / rank
 
Normal rank

Latest revision as of 16:42, 5 June 2024

scientific article
Language Label Description Also known as
English
Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
scientific article

    Statements

    Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    21 May 2003
    0 references
    0 references
    convergence
    0 references
    scaling power laws
    0 references
    return probability
    0 references