Financial power laws: empirical evidence, models, and mechanisms (Q508271)
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 6683374
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Financial power laws: empirical evidence, models, and mechanisms |
scientific article; zbMATH DE number 6683374 |
Statements
Financial power laws: empirical evidence, models, and mechanisms (English)
0 references
10 February 2017
0 references
power laws
0 references
financial returns
0 references
leptokurtosis
0 references
volatility clustering
0 references
agent-based modeling
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8285666704177856
0 references
0.8167570233345032
0 references
0.81095290184021
0 references
0.7832813858985901
0 references
