Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes (Q1409101)

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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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