Turbulence and financial markets

[1] D-DIMENSIONAL TURBULENCE [J]. PHYSICAL REVIEW A, 1978, 17 (02) : 747 - 762

[2] FRISCH U, 1994, PHYS REV LETT, V37, P895

[3] Turbulent cascades in foreign exchange markets [J]. NATURE, 1996, 381 (6585) : 767 - 770

[4] STOCHASTIC-PROCESS WITH ULTRASLOW CONVERGENCE TO A GAUSSIAN - THE TRUNCATED LEVY FLIGHT [J]. PHYSICAL REVIEW LETTERS, 1994, 73 (22) : 2946 - 2949

[5] Mantegna RN, 1995, LECT NOTES PHYS, V450, P300, DOI 10.1007/3-540-59222-9_42

[6] SCALING BEHAVIOR IN THE DYNAMICS OF AN ECONOMIC INDEX [J]. NATURE, 1995, 376 (6535) : 46 - 49

[7] MANTEGNA RN, IN PRESS SCALING APP

[8] SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P41

[1] D-DIMENSIONAL TURBULENCE [J]. PHYSICAL REVIEW A, 1978, 17 (02) : 747 - 762

[2] FRISCH U, 1994, PHYS REV LETT, V37, P895

[3] Turbulent cascades in foreign exchange markets [J]. NATURE, 1996, 381 (6585) : 767 - 770

[4] STOCHASTIC-PROCESS WITH ULTRASLOW CONVERGENCE TO A GAUSSIAN - THE TRUNCATED LEVY FLIGHT [J]. PHYSICAL REVIEW LETTERS, 1994, 73 (22) : 2946 - 2949

[5] Mantegna RN, 1995, LECT NOTES PHYS, V450, P300, DOI 10.1007/3-540-59222-9_42

[6] SCALING BEHAVIOR IN THE DYNAMICS OF AN ECONOMIC INDEX [J]. NATURE, 1995, 376 (6535) : 46 - 49

[7] MANTEGNA RN, IN PRESS SCALING APP

[8] SAMUELSON PA, 1965, IMR-IND MANAG REV, V6, P41