The origin of fat-tailed distributions in financial time series

Physica A: Statistical Mechanics and its Applications

Volumn 329, Issue 1-2, 2003, Pages 273-280

  Viswanathan, G M ^a   Fulco, U L ^a,b   Lyra, M L ^a   Serva, M ^a,c  

^a FEDERAL UNIVERSITY OF ALAGOAS   (Brazil)

^b FEDERAL UNIVERSITY OF PIAUÍ   (Brazil)

^c UNIVERSITY OF L'AQUILA   (Italy)

Author keywords

Econophysics; Long range correlations; Stock returns

Indexed keywords

CORRELATION METHODS; FINANCE; INVENTORY CONTROL; TIME SERIES ANALYSIS;

FINANCIAL TIME SERIES;

PROBLEM SOLVING;

EID: 0141886372     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(03)00608-3     Document Type: Article

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