Normalized truncated Levy walks applied to the study of financial indices
| Year of publication: |
2007
|
|---|---|
| Authors: | Mariani, M.C. ; Liu, Y. |
| Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 377.2007, 2, p. 590-598
|
| Publisher: |
Elsevier |
| Subject: | Levy flight | Econophysics | Stock market prices | Financial indices |