On the origin of power-law tails in price fluctuations

Quantitative Finance

Volumn 4, Issue 1, 2004, Pages C7-C11

  Doyne Farmer, J ^a   Lillo, Fabrizio ^b  

^a SANTA FE INSTITUTE   (United States)

^b INFM   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1542718495     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/4/1/C01     Document Type: Note

References (18)

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