Nonclassical random walks and the phenomenology of fluctuations of securities returns in the stock market
P.V. Vidov a
M.Yu. Romanovsky b
a INTRAST Company, ul. Aleksandra Solzhenitsyna 36, build. 1, Moscow, 109004, Russian Federation
b Prokhorov General Physics Institute of the Russian Academy of Sciences, ul. Vavilova 38, Moscow, 119942, Russian Federation
Econophysics and evolutionary economics (Scientific session of the Physical Sciences Division of the Russian Academy of Sciences, 2 November 2010).