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...

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 power-law probability density function P(g) g−(α+1) with exponent values α 2, which are outside the L´evy-stable regime 0 ...