Pages that link to "Item:Q978717"
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The following pages link to From short to fat tails in financial markets: a unified description (Q978717):
Displaying 3 items.
- Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227) (← links)
- Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
- An uncertainty measure based on Pearson correlation as well as a multiscale generalized Shannon-based entropy with financial market applications (Q6073525) (← links)