Scaling in stock market data: stable laws and beyond
Year of publication: |
1997-05
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Authors: | Cont, Rama ; Bouchaud, Jean-Philippe |
Institutions: | Science & Finance |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in `Scale Invariance and Beyond' (proceedings of the CNRS Workshop on Scale Invariance, Les Houches, March 1997) EDP-Springer Number 9705087 |
Classification: | G1 - General Financial Markets ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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