Gradually truncated Levy flight for systems with power-law distributions

Physica A: Statistical Mechanics and its Applications

Volumn 268, Issue 1, 1999, Pages 231-239

  Gupta, Hari M ^a   Campanha, José R ^a  

^a SÃO PAULO STATE UNIVERSITY UNESP   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; TIME SERIES ANALYSIS;

ECONOMICAL INDEX; LEVY FLIGHT; POWER LAW DISTRIBUTIONS; STOCK MARKET;

STATISTICAL MECHANICS;

EID: 0032626288     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00028-X     Document Type: Article

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