Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations (Q2711690): Difference between revisions

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Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations
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Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations (English)
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Latest revision as of 11:37, 30 July 2024

scientific article
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Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations
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    25 April 2001
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    anomalous diffusion
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    inverse power law
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    financial index
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    market-maker operators
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    Time evolution of a financial market index as an effect of the joint action of Gaussian and Lévy fluctuations (English)
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