Financial power laws: empirical evidence, models, and mechanisms
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Publication:508271
DOI10.1016/j.chaos.2016.01.020zbMath1415.91337OpenAlexW1642983364MaRDI QIDQ508271
Simone Alfarano, Thomas C. H. Lux
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2016.01.020
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
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