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

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Property / arXiv ID: cond-mat/0112484 / rank
 
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Latest revision as of 10:32, 6 June 2024

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The origin of fat-tailed distributions in financial time series
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    The origin of fat-tailed distributions in financial time series (English)
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    5 October 2003
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    long-range volatility correlations
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    stock returns
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