Stock market context of the Lévy walks with varying velocity
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Publication:1850401
DOI10.1016/S0378-4371(02)01058-0zbMATH Open1001.91031MaRDI QIDQ1850401FDOQ1850401
Authors: Ryszard Kutner 
Publication date: 3 December 2002
Published in: Physica A (Search for Journal in Brave)
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Cites Work
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- Introduction to Econophysics
- Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools
- Complexity
- Title not available (Why is that?)
- Title not available (Why is that?)
- FRACTAL DESCRIPTION OF ANOMALOUS DIFFUSION IN DYNAMICAL SYSTEMS
- LÉVY FLIGHTS: CHAOTIC, TURBULENT, AND RELATIVISTIC
Cited In (6)
- Higher-order analysis within Weierstrass hierarchical walks
- Multi-phase long-term autocorrelated diffusion: stationary continuous-time Weierstrass walk versus flight
- FRACTIONAL MARKET MODEL AND ITS VERIFICATION ON THE WARSAW STOCK EXCHANGE
- The effects of fractional order on a 3-D quadratic autonomous system with four-wing attractor
- Stochastic simulations of time series within Weierstrass-Mandelbrot walks
- Large time asymptotic of heavy tailed renewal processes
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