The origin of fat-tailed distributions in financial time series (Q1409108)

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The origin of fat-tailed distributions in financial time series
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    title
    The origin of fat-tailed distributions in financial time series (English)
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    author
    G. M. Viswanathan
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    U. L. Fulco
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    Marcelo L. Lyra
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    Maurizio Serva
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    published in
    Physica A
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    publication date
    5 October 2003
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    zbMATH DE Number
    1988119
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    zbMATH Keywords
    long-range volatility correlations
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    stock returns
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    arXiv ID
    cond-mat/0112484
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