The art of fitting financial time series with lévy stable distributions

Journal of the Korean Physical Society

Volumn 50, Issue 1 I, 2007, Pages 105-111

  Scalas, Enrico ^a   Kim, Kyungsik ^b  

^a UNIVERSITY OF EASTERN PIEDMONT   (Italy)

^b Pukyong National University   (South Korea)

Author keywords

stable distributions; Econophysics

Indexed keywords

EID: 33846702286     PISSN: 03744884     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

References (36)

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