Financial power laws: empirical evidence, models, and mechanisms (Q508271)
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scientific article; zbMATH DE number 6683374
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| English | Financial power laws: empirical evidence, models, and mechanisms |
scientific article; zbMATH DE number 6683374 |
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Financial power laws: empirical evidence, models, and mechanisms (English)
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10 February 2017
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power laws
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financial returns
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leptokurtosis
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volatility clustering
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agent-based modeling
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0.8285666704177856
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0.8167570233345032
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0.81095290184021
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0.7832813858985901
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