Inverse cubic law for the distribution of stock price variations

Keywords

Exponent, Power law, Stock (firearms), Econometrics, Inverse

References

• Théorie de l'addition des variables aléatoiresPaul Lévy — 1955
• BusinessEllen Isaacs — 1998
• Théorie des risques financiersJ. Bouchaud, M. Potters — 1997

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• Modeling and simulating financial time series over different time scales: from Omori regimes to trading strategiesFrancesco Camana — 2012
• Dragon-Kings in financial data - study at different time scales -Xavier Meseguer Florit — 2010
• Applying Operations Research Techniques to Financial MarketsBoard, John, Charles Sutcliffe, William T. Ziemba — 2003
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• Book Review: An Introduction to Econophysics, Correlations, and Complexity in Finance, N. Rosario, H. Mantegna, and H. E. Stanley, Cambridge University Press, Cambridge, 2000.Jaume Masoliver — 2000
• Roles of capital flow on the stability of a market systemJiangcheng Li, Niansheng Tang, Dong-Cheng Mei — 2015
• An agent-based stochastic volatility modelSimone Alfarano — 2006
• Charakterystyki fluktuacji finansowychRafał Rak, Stanisław Drożdż, Paweł Oświȩcimka — 2011
• Long Memory Options: ValuationSutthisit Jamdee, Cornelis A. Los — 2005
• Do your volatility smiles take care of extreme eventsLuca Spadafora, G. P. Berman, F. Borgonovi — 2010
• Complexity, Financial Markets and their Scaling LawsIndranil Mukherjee, Amitava Sarkar — 2011
• Large Stock Market Price Drawdowns Are OutliersAnders Johansen, Didier Sornette — 2000
• The Dynamics of the Linear Random Farmer ModelRui Carvalho — 2001
• Universal Fluctuations of the FTSE100Helena Ferreira, Alberto A. Pinto, Liaad-Inesc Porto — 2010
• Fractals and EconomicsMisako Takayasu, Hideki Takayasu — 2009
• Scale-free tails in Colombian financial indexes: a primerCarlos León — 2014

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