From short to fat tails in financial markets: a unified description
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Publication:978717
DOI10.1140/epjb/e2007-00360-7zbMath1189.91115arXiv0801.3263WikidataQ61412678 ScholiaQ61412678MaRDI QIDQ978717
A. A. G. Cortines, R. Riera, Celia Anteneodo
Publication date: 25 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.3263
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
91B84: Economic time series analysis
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
35Q84: Fokker-Planck equations
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