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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)
New Economics Papers: this item is included in nep-ets, nep-fin and nep-fmk
Date: 2004-05-21
Note: Type of Document - pdf
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Related works:
Journal Article: Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets (2004) Downloads
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