Normalized truncated Levy walks applied to the study of financial indices-Reference-Cited by-同舟云学术

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Normalized truncated Levy walks applied to the study of financial indices

Published:2007-04 Issue:2 Volume:377 Page:590-598
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Mariani M.C.,Liu Y.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference20 articles.

1. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,1999

2. Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics;Stanley;Physica A,1996

3. Econophysics: can physicists contribute to the science of economics? [Proceedings of 1998 Econophysics Workshop];Stanley;Physica A,1999

4. Applications of statistical physics to economic and financial topics

5. Théorie des Riques Financiers;Bouchaud,1997

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