Q -Gaussian diffusion in stock markets
Author:
Funder
Australian Research Council
Publisher
American Physical Society (APS)
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.99.062313/fulltext
Reference26 articles.
1. A guided walk down Wall Street: an introduction to econophysics
2. Multifractal detrending moving-average cross-correlation analysis
3. Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders
4. The Variation of Certain Speculative Prices
5. Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
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