Truncated Levy distribution of SP500 stock index fluctuations. Distribution of one-share fluctuations in a model space

Physica A: Statistical Mechanics and its Applications

Volumn 287, Issue 3-4, 2000, Pages 450-460

  Romanovsky, M Yu ^a  

^a PROKHOROV GENERAL PHYSICS INSTITUTE   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL DATA PROCESSING; KINEMATICS; MATHEMATICAL MODELS;

STOCK EXCHANGE; TRUNCATED LEVY DISTRIBUTION;

STATISTICAL MECHANICS;

EID: 0034516807     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00384-8     Document Type: Article

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