A statistical physics view of financial fluctuations: Evidence for scaling and universality
Year of publication: |
2008
|
---|---|
Authors: | Stanley, H. Eugene ; Plerou, Vasiliki ; Gabaix, Xavier |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 387.2008, 15, p. 3967-3981
|
Publisher: |
Elsevier |
Subject: | Econophysics | Power-laws | Fat tails | Critical dynamics |
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