Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
type: Item
instance of: scholarly article
title: Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
zbMATH Open document ID: 1072.91601
DOI: 10.1016/S0378-4371(03)00029-3
author: A. Figueiredo
author: Raul Matsushita
author: Sergio Da Silva
author: I. M. Gléria
published in: Physica A
publication date: 2003-05-21T00:00:00Z
Mathematics Subject Classification ID: 91B60
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1914361
zbMATH Keywords: convergence
zbMATH Keywords: scaling power laws
zbMATH Keywords: return probability
MaRDI profile type: Publication
cites work: Introduction to Econophysics
cites work: Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
cites work: Truncated Lévy walks and an emerging market economic index
full work available at URL: s0378-4371(03)00029-3
OpenAlex ID: W2144435931
description: scientific article; zbMATH DE number 1914361