Pages that link to "Item:Q1409108"
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The following pages link to The origin of fat-tailed distributions in financial time series (Q1409108):
Displaying 6 items.
- Jump diffusion models and the evolution of financial prices (Q715465) (← links)
- Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Superstatistics with cut-off tails for financial time series (Q2160075) (← links)
- Diffusion equations and the time evolution of foreign exchange rates (Q2354796) (← links)
- On the origin of power-law tails in price fluctuations (Q4647591) (← links)