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1 A theory of power-law distributions in financial market fluctuations

Xavier Gabaix1, Parameswaran Gopikrishnan2,3, Vasiliki Plerou2 & H. Eugene Stanley2

Nature 423, 267-270 (15 May 2003) | doi:10.1038/nature01624; Received 10 December 2002; Accepted 4 April 2003

http://www.nature.com/nature/journal/v423/n6937/abs/nature01624.html

2 On Representation of Densities of Stable Laws by Special Functions

V. M. Zolotarev

Theory of Probability and its Applications/ Volume 39/ Issue 2

http://epubs.siam.org/tvp/resource/1/tprbau/v39/i2/p354_s1?isAuthorized=no

3 Parameter Estimation for Symmetric Stable Distribution

Ruth W. Arad
International Economic Review
Vol. 21, No. 1 (Feb., 1980), pp. 209-220
(article consists of 12 pages)
Published by: Blackwell Publishing for the Economics Department of the University of Pennsylvania and Institute of Social and Economic Research -- Osaka University
Stable URL: http://www.jstor.org/stable/2526249

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关键词：distribution Applications Fluctuations Presentation Pennsylvania market

继续求助,还差第一篇

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