Ebert, M.; Paul, W. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 23, pp. 6033-6038
Financial markets display scale-free behavior in many different aspects. The power-law behavior of part of the distribution of individual wealth has been recognized by Pareto as early as the nineteenth century. Heavy-tailed and scale-free behavior of the distribution of returns of different...