A theory of fluctuations in stock prices
Year of publication: |
2006
|
---|---|
Authors: | Alejandro-Quiñones, Ángel L. ; Bassler, Kevin E. ; Field, Michael ; McCauley, Joseph L. ; Nicol, Matthew ; Timofeyev, Ilya ; Török, Andrew ; Gunaratne, Gemunu H. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 363.2006, 2, p. 383-392
|
Publisher: |
Elsevier |
Subject: | Price returns | Random walk | Diffusion | Fat-tailed distributions | Levy flights |
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