RANDOM-WALK TYPE MODEL WITH FAT TAILS FOR FINANCIAL MARKETS

DOI10.1142/S0129183108012765zbMath1151.82354OpenAlexW2033655624MaRDI QIDQ3545698

Hans-Geors Matuttis

Publication date: 11 December 2008

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0129183108012765

zbMATH Keywords

econophysics

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Renormalization group methods in equilibrium statistical mechanics (82B28)

Cites Work

• FINANCIAL AND OTHER SPATIO-TEMPORAL TIME SERIES: LONG-RANGE CORRELATIONS AND SPECTRAL PROPERTIES

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