Gopikrishnan, P; Plerou, V; Liu, Y; Amaral, L.A.N; Gabaix, X - In: Physica A: Statistical Mechanics and its Applications 287 (2000) 3, pp. 362-373
We discuss the results of three recent phenomenological studies focussed on understanding the distinctive statistical properties of financial time series – (i) The probability distribution of stock price fluctuations: Stock price fluctuations occur in all magnitudes, in analogy to earthquakes...