-
2
-
-
0001504360
-
-
ZZZZZZ 0021-9398
-
B. B. Mandelbrot, J. Business ZZZZZZ 0021-9398 36, 394 (1963).
-
(1963)
J. Business
, vol.36
, pp. 394
-
-
Mandelbrot, B.B.1
-
4
-
-
0001198488
-
-
ZZZZZZ 0960-3107
-
T. Lux, Appl. Financ. Econ. ZZZZZZ 0960-3107 6, 463 (1996).
-
(1996)
Appl. Financ. Econ.
, vol.6
, pp. 463
-
-
Lux, T.1
-
5
-
-
0031635063
-
-
EPJBFY 1434-6028 10.1007/s100510050292
-
P. Gopikrishnan, M. Meyer, L. A. N. Amaral, and H. E. Stanley, Eur. Phys. J. B EPJBFY 1434-6028 10.1007/s100510050292 3, 139 (1998).
-
(1998)
Eur. Phys. J. B
, vol.3
, pp. 139
-
-
Gopikrishnan, P.1
Meyer, M.2
Amaral, L.A.N.3
Stanley, H.E.4
-
6
-
-
0002577463
-
-
edited by R. J. Adler, R. E. Feldman, and M. S. Taqqu (Birkhäuser, Boston
-
U. A. Muller, M. M. Dacorogna, and O. V. Pictet, in A Practical Guide to Heavy Tails, edited by, R. J. Adler, R. E. Feldman, and, M. S. Taqqu, (Birkhäuser, Boston, 1998), p. 83.
-
(1998)
A Practical Guide to Heavy Tails
, pp. 83
-
-
Muller, U.A.1
Dacorogna, M.M.2
Pictet, O.V.3
-
7
-
-
0242290729
-
-
PLEEE8 1063-651X 10.1103/PhysRevE.60.6519
-
V. Plerou, P. Gopikrishnan, L. A. Nunes Amaral, M. Meyer, and H. E. Stanley, Phys. Rev. E PLEEE8 1063-651X 10.1103/PhysRevE.60.6519 60, 6519 (1999);
-
(1999)
Phys. Rev. e
, vol.60
, pp. 6519
-
-
Plerou, V.1
Gopikrishnan, P.2
Nunes Amaral, L.A.3
Meyer, M.4
Stanley, H.E.5
-
8
-
-
0034297475
-
-
PLEEE8 1063-651X
-
P. Gopikrishnan, V. Plerou, X. Gabaix, and H. E. Stanley, Phys. Rev. E PLEEE8 1063-651X 62, R 4493 (2000).
-
(2000)
Phys. Rev. e
, vol.62
, pp. 4493
-
-
Gopikrishnan, P.1
Plerou, V.2
Gabaix, X.3
Stanley, H.E.4
-
10
-
-
0002528209
-
-
ZZZZZZ 0021-9398
-
E. F. Fama, J. Business ZZZZZZ 0021-9398 38, 34 (1965).
-
(1965)
J. Business
, vol.38
, pp. 34
-
-
Fama, E.F.1
-
12
-
-
0031147554
-
-
PHYADX 0378-4371 10.1016/S0378-4371(96)00484-0
-
R. N. Mantegna and H. E. Stanley, Physica A PHYADX 0378-4371 10.1016/S0378-4371(96)00484-0 239, 255 (1997).
-
(1997)
Physica A
, vol.239
, pp. 255
-
-
Mantegna, R.N.1
Stanley, H.E.2
-
13
-
-
0010633925
-
-
ZZZZZZ 0021-9398
-
F. M. Longin, J. Business ZZZZZZ 0021-9398 69, 383 (1996).
-
(1996)
J. Business
, vol.69
, pp. 383
-
-
Longin, F.M.1
-
14
-
-
0001652452
-
-
ZZZZZZ 0021-9398
-
E. F. Fama, J. Business ZZZZZZ 0021-9398 36, 420 (1963).
-
(1963)
J. Business
, vol.36
, pp. 420
-
-
Fama, E.F.1
-
15
-
-
0003733205
-
-
Oeuvres Complètes Droz, Geneva
-
V. Pareto, Cours d'Economie Politique, reprinted as a volume of Oeuvres Complètes (Droz, Geneva, 1896).
-
(1896)
Cours d'Economie Politique
-
-
Pareto, V.1
-
17
-
-
0000248001
-
-
PLEEE8 1063-651X 10.1103/PhysRevE.60.5305
-
P. Gopikrishnan, V. Plerou, L. A. Nunes Amaral, M. Meyer, and H. E. Stanley, Phys. Rev. E PLEEE8 1063-651X 10.1103/PhysRevE.60.5305 60, 5305 (1999).
-
(1999)
Phys. Rev. e
, vol.60
, pp. 5305
-
-
Gopikrishnan, P.1
Plerou, V.2
Nunes Amaral, L.A.3
Meyer, M.4
Stanley, H.E.5
-
18
-
-
0000346734
-
-
ECMTA7 0012-9682
-
P. K. Clark, Econometrica ECMTA7 0012-9682 41, 135 (1973).
-
(1973)
Econometrica
, vol.41
, pp. 135
-
-
Clark, P.K.1
-
20
-
-
0002370531
-
-
ZZZZZZ 0021-9398
-
P. D. Praetz, J. Business ZZZZZZ 0021-9398 45, 49 (1972).
-
(1972)
J. Business
, vol.45
, pp. 49
-
-
Praetz, P.D.1
-
23
-
-
3042831202
-
-
NATUAS 0028-0836 10.1038/nature01624
-
X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, Nature (London) NATUAS 0028-0836 10.1038/nature01624 423, 267 (2003).
-
(2003)
Nature (London)
, vol.423
, pp. 267
-
-
Gabaix, X.1
Gopikrishnan, P.2
Plerou, V.3
Stanley, H.E.4
-
24
-
-
33846495332
-
-
edited by H. Takayasu (Springer-Verlag, Berlin
-
P. Weber and B. Rosenow, in Proceedings of the Third Nikkei Econophysics Research Workshop and Symposium, The Fruits of Econophysics, Tokyo, 2004, edited by, H. Takayasu, (Springer-Verlag, Berlin, 2005), p. 88.
-
(2005)
Proceedings of the Third Nikkei Econophysics Research Workshop and Symposium, the Fruits of Econophysics, Tokyo, 2004
, pp. 88
-
-
Weber, P.1
Rosenow, B.2
-
26
-
-
11344278911
-
-
ZZZZZZ 1469-7688
-
J. D. Farmer, L. Gillemot, F. Lillo, S. Mike, and A. Sen, Quant. Finance ZZZZZZ 1469-7688 4, 383 (2004).
-
(2004)
Quant. Finance
, vol.4
, pp. 383
-
-
Farmer, J.D.1
Gillemot, L.2
Lillo, F.3
Mike, S.4
Sen, A.5
-
27
-
-
0034272241
-
-
PLEEE8 1063-651X 10.1103/PhysRevE.62.R3023
-
V. Plerou, P. Gopikrishnan, L. A. Nunes Amaral, X. Gabaix, and H. E. Stanley, Phys. Rev. E PLEEE8 1063-651X 10.1103/PhysRevE.62.R3023 62, R3023 (2000).
-
(2000)
Phys. Rev. e
, vol.62
, pp. 3023
-
-
Plerou, V.1
Gopikrishnan, P.2
Nunes Amaral, L.A.3
Gabaix, X.4
Stanley, H.E.5
-
32
-
-
0000506834
-
-
M. M. Dacorogna, U. A. Muller, R. J. Nagler, R. B. Olsen, and O. V. Pictet, J. Int. Money Finance 12, 413 (1993).
-
(1993)
J. Int. Money Finance
, vol.12
, pp. 413
-
-
Dacorogna, M.M.1
Muller, U.A.2
Nagler, R.J.3
Olsen, R.B.4
Pictet, O.V.5
-
36
-
-
0031273053
-
-
PHYADX 0378-4371 10.1016/S0378-4371(97)00368-3
-
Y. Liu, P. Cizeau, M. Meyer, C.-K. Peng, and H. E. Stanley, Physica A PHYADX 0378-4371 10.1016/S0378-4371(97)00368-3 245, 437 (1997).
-
(1997)
Physica A
, vol.245
, pp. 437
-
-
Liu, Y.1
Cizeau, P.2
Meyer, M.3
Peng, C.-K.4
Stanley, H.E.5
-
37
-
-
0031269830
-
-
PHYADX 0378-4371 10.1016/S0378-4371(97)00417-2
-
P. Cizeau, Y. Liu, M. Meyer, C.-K. Peng, and H. E. Stanley, Physica A PHYADX 0378-4371 10.1016/S0378-4371(97)00417-2 245, 441 (1997).
-
(1997)
Physica A
, vol.245
, pp. 441
-
-
Cizeau, P.1
Liu, Y.2
Meyer, M.3
Peng, C.-K.4
Stanley, H.E.5
-
38
-
-
33846545852
-
-
Ph.D. thesis, Universite de Paris XI
-
R. Cont, Ph.D. thesis, Universite de Paris XI, 1998 (unpublished);
-
(1998)
-
-
Cont, R.1
-
39
-
-
33846503651
-
-
cond-mat/9705075.
-
see also e-print cond-mat/9705075.
-
-
-
-
40
-
-
0033235663
-
-
ECLEDS 0165-1765 10.1016/S0165-1765(99)00159-7
-
M. Pasquini and M. Serva, Econ. Lett. ECLEDS 0165-1765 10.1016/S0165-1765(99)00159-7 65, 275 (1999).
-
(1999)
Econ. Lett.
, vol.65
, pp. 275
-
-
Pasquini, M.1
Serva, M.2
-
41
-
-
0001571132
-
-
PLEEE8 1063-651X 10.1103/PhysRevE.60.1390
-
Y. Liu, P. Gopikrishnan, P. Cizeau, M. Meyer, C.-K. Peng, and H. E. Stanley, Phys. Rev. E PLEEE8 1063-651X 10.1103/PhysRevE.60.1390 60, 1390 (1999).
-
(1999)
Phys. Rev. e
, vol.60
, pp. 1390
-
-
Liu, Y.1
Gopikrishnan, P.2
Cizeau, P.3
Meyer, M.4
Peng, C.-K.5
Stanley, H.E.6
-
42
-
-
1542429580
-
-
ZZZZZZ 1469-7688
-
J. P. Bouchaud, Y. Gefen, M. Potters, and M. Wyart, Quant. Finance ZZZZZZ 1469-7688 4, 176 (2004).
-
(2004)
Quant. Finance
, vol.4
, pp. 176
-
-
Bouchaud, J.P.1
Gefen, Y.2
Potters, M.3
Wyart, M.4
|