Power laws of wealth, market order volumes and market returns
Year of publication: |
2001
|
---|---|
Authors: | Solomon, Sorin ; Richmond, Peter |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 299.2001, 1, p. 188-197
|
Publisher: |
Elsevier |
Subject: | Pareto–Zipf | Random multiplicative process | Wealth distribution | Market returns |
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