Stock market context of the Lévy walks with varying velocity

Physica A: Statistical Mechanics and its Applications

Volumn 314, Issue 1-4, 2002, Pages 786-795

  Kutner, Ryszard ^a  

^a UNIVERSITY OF WARSAW   (Poland)

Author keywords

Anomalous diffusion; Dynamic diffusion coefficient; Fractional random walk; Hierarchical stochastic spatio temporal coupling; Hurst exponent; L vy walks; L vy walks with varying velocity; Super Burnett coefficient; Weierstrass walks

Indexed keywords

DATA REDUCTION; FINANCE; PROBABILITY DENSITY FUNCTION; TIME SERIES ANALYSIS;

WEIERSTRASS WALK (WW) MODEL;

INDUSTRIAL ECONOMICS;

EID: 0036944870     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01058-0     Document Type: Conference Paper

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