Matia, Kaushik; Pal, Mukul; Stanley, H. Eugene; Salunkay, H. - arXiv.org - 2003
Classic studies of the probability density of price fluctuations $g$ for stocks and foreign exchanges of several highly developed economies have been interpreted using a {\it power-law} probability density function $P(g) \sim g^{-(\alpha+1)}$ with exponent values $\alpha 2$, which are outside...