Econophysics: Scaling and its breakdown in finance

Journal of Statistical Physics

Volumn 89, Issue 1-2, 1997, Pages 469-479

  Mantegna, Rosario N ^a   Stanley, H Eugene ^b  

^a UNIVERSITY OF PALERMO   (Italy)

^b Boston University   (United States)

Author keywords

L vy stable processes; Random walks; Scaling; Turbulence

Indexed keywords

EID: 0031256686     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02770777     Document Type: Article

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