Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets

Physica A: Statistical Mechanics and its Applications

Volumn 342, Issue 1-2 SPEC. ISS., 2004, Pages 200-206

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

^a FEDERAL UNIVERSITY OF ALAGOAS   (Brazil)

^b UNIVERSITY OF BRASILIA   (Brazil)

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

Author keywords

Econophysics; L vy distributions; Multiscaling

Indexed keywords

DATA ACQUISITION; INVENTORY CONTROL; LINEARIZATION; NONLINEAR EQUATIONS; PROBABILITY DISTRIBUTIONS; STATISTICAL METHODS;

ECONOPHYSICS; LEVY DISTRIBUTIONS; MULTISCALING; STOCKMARKETS;

RANDOM PROCESSES;

EID: 4544329554     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.04.079     Document Type: Conference Paper

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