Fokker-Planck equation of distributions of financial returns and power laws

Physica A: Statistical Mechanics and its Applications

Volumn 290, Issue 1-2, 2001, Pages 211-217

  Sornette, Didier ^a,b  

^a BP   (France)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; MOLECULAR STRUCTURE; PROBABILITY DISTRIBUTIONS; SPURIOUS SIGNAL NOISE; STATISTICAL MECHANICS;

FOKKER-PLANCK EQUATION; KRAMERS-MOYAL COEFFICIENTS;

MOLECULAR DYNAMICS;

EID: 0035254294     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00571-9     Document Type: Article

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