Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes (Q1409101): Difference between revisions
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scientific article
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English | Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes |
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Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes (English)
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5 October 2003
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Brownian motion
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Tsallis distribution
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volatility
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