Searching for scaling laws in distributional properties of price variations: a review over 40 years

Christian Walter ()

Post-Print from HAL

Date: 2001-09-06
Note: View the original document on HAL open archive server: https://hal.science/hal-04567942
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in AFIR-ERM (Financial Risks and ERM) 2001 Colloquium, International Actuarial Association, Sep 2001, Toronto ( CA ), Canada

Downloads: (external link)
https://hal.science/hal-04567942/document (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04567942

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().