Listar Departament: Economia por fuente "Chaos, Solitons & Fractals(2016), v. 88"

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    • closedAccess   Financial power laws: Empirical evidence, models, and mechanisms 

      Lux, Thomas; Alfarano, Simone Elsevier (2016-07)
      Financial markets (share markets, foreign exchange markets and others) are all characterized by a number of universal power laws. The most prominent example is the ubiquitous finding of a robust, approximately cubic power ...