Modeling and complexity of stochastic interacting Lévy type financial price dynamics
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Publication:2150375
DOI10.1016/j.physa.2018.02.029OpenAlexW2794155062MaRDI QIDQ2150375
Jun Wang, Yiduan Wang, Guochao Wang, Wei Zhang, Shen-Zhou Zheng
Publication date: 27 June 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2018.02.029
Lempel-Ziv complexityfractional sample entropylattice oriented percolationLévy type processnonlinear fluctuation complexityPotts dynamics
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