Stock market context of the Lévy walks with varying velocity
type: Item
instance of: scholarly article
title: Stock market context of the Lévy walks with varying velocity
zbMATH Open document ID: 1001.91031
DOI: 10.1016/S0378-4371(02)01058-0
author: Ryszard Kutner
published in: Physica A
publication date: 2002-12-03T00:00:00Z
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 1841281
zbMATH Keywords: non-Brownian random walk
zbMATH Keywords: Hurst exponent
zbMATH Keywords: kurtosis power-law behavior
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1841281