The origin of fat-tailed distributions in financial time series (Q1409108): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Marcelo L. Lyra / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Maurizio Serva / rank | |||
Normal rank |
Revision as of 00:55, 11 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The origin of fat-tailed distributions in financial time series |
scientific article |
Statements
The origin of fat-tailed distributions in financial time series (English)
0 references
5 October 2003
0 references
long-range volatility correlations
0 references
stock returns
0 references