메뉴 건너뛰기




Volumn 64, Issue 1, 2001, Pages 11-

Integrated random processes exhibiting long tails, finite moments, and power-law spectra

Author keywords

[No Author keywords available]

Indexed keywords


EID: 85035276487     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.64.011110     Document Type: Article
Times cited : (1)

References (27)
  • 2
    • 0002292793 scopus 로고
    • Apparently Kendall was the first to notice that a normal distribution did not fit financial data, especially at the wings of the distribution: M. G. Kendall, J. R. Stat. Soc. 96, 11 (1953).
    • (1953) J. R. Stat. Soc. , vol.96 , pp. 11
    • Kendall, M.G.1
  • 7
    • 8344223565 scopus 로고
    • An Introduction to Econophysics (Cambridge University Press, Cambridge, 2000)
    • R. N. Mantegna and H. E. Stanley, Nature (London) 376, 46 (1995);An Introduction to Econophysics (Cambridge University Press, Cambridge, 2000).
    • (1995) Nature (London) , vol.376 , pp. 46
    • Mantegna, R.N.1    Stanley, H.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.