Truncated Lévy walks and an emerging market economic index

Physica A: Statistical Mechanics and its Applications

Volumn 297, Issue 3-4, 2001, Pages 509-520

  Miranda, L Couto ^a,b   Riera, R ^a  

^a PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^b ABN AMRO Bank   (Brazil)

Author keywords

Econophysics; L vy

Indexed keywords

COSTS; MARKETING; MATHEMATICAL MODELS; RISK MANAGEMENT; STATISTICAL METHODS;

ECONOPHYSICS;

INDUSTRIAL ECONOMICS;

EID: 0035882163     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00233-3     Document Type: Article

References (12)