Tsallis statistics and gradually truncated Lévy flight - distribution of an economical index (Q1599007)
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scientific article
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English | Tsallis statistics and gradually truncated Lévy flight - distribution of an economical index |
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Tsallis statistics and gradually truncated Lévy flight - distribution of an economical index (English)
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4 June 2002
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gradual truncation
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portfolio theory
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critical step size
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