Understanding the cubic and half-cubic laws of financial fluctuations

Physica A: Statistical Mechanics and its Applications

Volumn 324, Issue 1-2, 2003, Pages 1-5

  Gabaix, Xavier ^a   Gopikrishnan, Parameswaran ^b   Plerou, Vasiliki ^b   Stanley, H Eugene ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b Boston University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMICS; MATHEMATICAL MODELS; PROBABILITY;

FINANCIAL FLUCTUATIONS;

FINANCE;

EID: 0038238353     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(03)00174-2     Document Type: Conference Paper

References (14)

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