Financial power laws: empirical evidence, models, and mechanisms (Q508271)

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scientific article; zbMATH DE number 6683374
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English
Financial power laws: empirical evidence, models, and mechanisms
scientific article; zbMATH DE number 6683374

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    Financial power laws: empirical evidence, models, and mechanisms (English)
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    10 February 2017
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    power laws
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    financial returns
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    leptokurtosis
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    volatility clustering
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    agent-based modeling
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