Viswanathan, G.M.; Fulco, U.L.; Lyra, M.L.; Serva, M. - In: Physica A: Statistical Mechanics and its Applications 329 (2003) 1, pp. 273-280
A classic problem in physics is the origin of fat-tailed distributions generated by complex systems. We study the distributions of stock returns measured over different time lags τ. We find that destroying all correlations without changing the τ=1d distribution, by shuffling the order of the...