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

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