A dynamical model describing stock market price distributions
Year of publication: |
2000
|
---|---|
Authors: | Masoliver, Jaume ; Montero, Miquel ; Porrà, Josep M |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 283.2000, 3, p. 559-567
|
Publisher: |
Elsevier |
Subject: | Price dynamics | Shot noise | Leptokurtic distributions | Anomalous diffusion |
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