On the origin of power-law tails in price fluctuations

被引：84

作者：

Farmer, JD

Lillo, F

机构：

[1] Santa Fe Inst, Santa Fe, NM 87501 USA

[2] Ist Nazl Fis Mat, Unita Palermo, Palermo, Italy

来源：

QUANTITATIVE FINANCE | 2004年 / 4卷 / 01期

关键词：

D O I：

10.1088/1469-7688/4/1/C01

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：C7 / C11

页数：5

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