Araújo, Tanya; Dias, João; Eleutério, Samuel; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 17, pp. 3708-3714
This paper investigates the common intuition suggesting that during crises the shape of the financial market clearly differentiates from that of random walk processes. In this sense, it challenges the traditional analysis of the nature of financial markets implicit in the most popular models....
