Stock market context of the Lévy walks with varying velocity (Q1850401)
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scientific article; zbMATH DE number 1841281
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock market context of the Lévy walks with varying velocity |
scientific article; zbMATH DE number 1841281 |
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Stock market context of the Lévy walks with varying velocity (English)
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3 December 2002
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non-Brownian random walk
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Hurst exponent
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kurtosis power-law behavior
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