The origin of fat-tailed distributions in financial time series
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Publication:1409108
DOI10.1016/S0378-4371(03)00608-3zbMath1056.91057arXivcond-mat/0112484MaRDI QIDQ1409108
G. M. Viswanathan, U. L. Fulco, Maurizio Serva, Marcelo L. Lyra
Publication date: 5 October 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0112484
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- Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
- Introduction to Econophysics
- Time evolution of stochastic processes with correlations in the variance: stability in power-law tails of distributions
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