Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems
Year of publication: |
2001-04-01
|
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Authors: | Huang, Zhi-Feng ; Sorin Solomon* |
Institutions: | Society for Computational Economics - SCE |
Subject: | stochastic model | returns distribution | gaussian | levy distribution | power tails |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2001 Number 12 |
Classification: | C - Mathematical and Quantitative Methods ; G - Financial Economics ; Z - Other Special Topics |
Source: |
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