Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets

Sergio Da Silva

Finance from University Library of Munich, Germany

JEL-codes: G (search for similar items in EconPapers)
Date: 2004-05-21
New Economics Papers: this item is included in nep-ets, nep-fin and nep-fmk
Note: Type of Document - pdf
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Citations: View citations in EconPapers (1)

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Related works:
Journal Article: Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0405028

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