Econophysics: Scaling and its breakdown in finance (Q1285113)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1279611
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Econophysics: Scaling and its breakdown in finance |
scientific article; zbMATH DE number 1279611 |
Statements
Econophysics: Scaling and its breakdown in finance (English)
0 references
25 May 1999
0 references
random walks
0 references
Lévy stable processes
0 references
stock market index
0 references
scaling
0 references
truncated Lévy flight
0 references
financial markets
0 references
turbulence
0 references
0 references
0.7693173289299011
0 references
0.7657430768013
0 references
0.7623577117919922
0 references