Pages that link to "Item:Q5947840"
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The following pages link to Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions (Q5947840):
Displaying 6 items.
- The origin of fat-tailed distributions in financial time series (Q1409108) (← links)
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- Statistical physics and economic fluctuations: do outliers exist? (Q1856097) (← links)
- Economic fluctuations and statistical physics: the puzzle of large fluctuations (Q2432363) (← links)
- Student's<i>t</i>Vector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances (Q4916406) (← links)
- A STOCHASTIC MODEL FOR MULTIFRACTAL BEHAVIOR OF STOCK PRICES (Q5312122) (← links)
