Asymmetric Lévy flight in financial ratios

Proceedings of the National Academy of Sciences of the United States of America

Volumn 108, Issue 44, 2011, Pages 17883-17888

  Podobnik, Boris ^a,b,c,d   Valentinčič, Aljoša ^d   Horvatić, Davor ^e   Stanleya, H Eugene ^a  

^a Boston University   (United States)

^b UNIVERSITY OF RIJEKA   (Croatia)

^c ZAGREB SCHOOL OF ECONOMICS AND MANAGEMENT   (Croatia)

^d UNIVERSITY OF LJUBLJANA   (Slovenia)

^e UNIVERSITY OF ZAGREB   (Croatia)

Author keywords

Complex systems; Econophysics; Rating migrations

Indexed keywords

ARTICLE; ECONOMICS; FINANCIAL MANAGEMENT; MATHEMATICAL MODEL; NORMAL DISTRIBUTION; PRIORITY JOURNAL; RISK ASSESSMENT; STOCHASTIC MODEL;

EID: 81055145484     PISSN: 00278424     EISSN: 10916490     Source Type: Journal    
DOI: 10.1073/pnas.1113330108     Document Type: Article

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