Financial power laws: empirical evidence, models, and mechanisms (Q508271): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G99 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / zbMATH DE Number: 6683374 / rank | |||
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power laws | |||
Property / zbMATH Keywords: power laws / rank | |||
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financial returns | |||
Property / zbMATH Keywords: financial returns / rank | |||
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leptokurtosis | |||
Property / zbMATH Keywords: leptokurtosis / rank | |||
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volatility clustering | |||
Property / zbMATH Keywords: volatility clustering / rank | |||
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agent-based modeling | |||
Property / zbMATH Keywords: agent-based modeling / rank | |||
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Revision as of 03:08, 1 July 2023
scientific article
Language | Label | Description | Also known as |
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English | Financial power laws: empirical evidence, models, and mechanisms |
scientific article |
Statements
Financial power laws: empirical evidence, models, and mechanisms (English)
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10 February 2017
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power laws
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financial returns
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leptokurtosis
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volatility clustering
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agent-based modeling
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