1. Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2007
2. The estimation for Lévy processes in high frequency data;Zheng;Econometric Rev.,2016
3. Financial Modeling with Jump Processes;Cont,2004
4. Modelling by Lévy processes for financial econometrics;Barndorff-Nielsen,2001
5. Stochastic process with ultra-slow convergence to a Gaussian: The Truncated Lévy Flight;Mantegna;Phys. Rev. Lett.,1994