On the origins of truncated Lévy flights

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 315, Issue 1-2, 2003, Pages 51-60

  Figueiredo, Annibal ^a   Gleria, Iram ^b   Matsushita, Raul ^a   Da Silva, Sergio ^c  

^a UNIVERSITY OF BRASILIA   (Brazil)

^b FEDERAL UNIVERSITY OF ALAGOAS   (Brazil)

^c FEDERAL UNIVERSITY OF RIO GRANDE DO SUL   (Brazil)

Author keywords

Autocorrelafion; Foreign exchange rates; Lorentzian distribution; Truncated L vy flights

Indexed keywords

AUTOCORRELAFION; FOREIGN EXCHANGE RATES; LORENTZIAN DISTRIBUTIONS; SCALING POWER; US DOLLAR;

ECONOMICS;

ARTICLE; COMPARATIVE STUDY; CORRELATION FUNCTION; MATHEMATICAL ANALYSIS; MONEY; NORMAL DISTRIBUTION; SIMULATION; STATISTICAL DISTRIBUTION;

EID: 0043237221     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0375-9601(03)00976-9     Document Type: Article

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