, resulting in a distribution that is non-Gaussian. This result has important implications regarding the scaling behavior of …

to measure price changes, which dependence is often referred to as the scaling law. Scaling factor, on the other hand … the scaling factor differs from the one in a simple random walk model and whether it has remained stable over time. It …, consistent with multiscaling in Finnish stock markets. Furthermore, the scaling factor and the long-memory parameters of the …

-driving (immigration) regime. The connectivity and the number of species are linked through a scaling relation which is the one observed in …

, resulting in a distribution that is non-Gaussian. This result has important implications regarding the scaling behavior of …

gives rise to significant differences between short term and longer term hedges. Despite this, scaling provides good hedging …