Pages that link to "Item:Q5940062"
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The following pages link to Truncated Lévy walks and an emerging market economic index (Q5940062):
Displayed 11 items.
- Random-order fractional differential equation models (Q612639) (← links)
- Jump diffusion models and the evolution of financial prices (Q715465) (← links)
- On the origins of truncated Lévy flights (Q1399052) (← links)
- Long-range correlations and nonstationarity in the Brazilian stock market (Q1409103) (← links)
- International finance, Lévy distributions, and the econophysics of exchange rates (Q1765134) (← links)
- Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (Q1873904) (← links)
- Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
- Crime modeling with truncated Lévy flights for residential burglary models (Q4630565) (← links)
- A stochastic-statistical residential burglary model with independent Poisson clocks (Q5056738) (← links)
- A Stochastic-Statistical Residential Burglary Model with Finite Size Effects (Q5132199) (← links)
- Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)