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Nonclassical random walks and the phenomenology of fluctuations of securities returns in the stock market

 a,  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, 119991, Russian Federation

Econophysics and evolutionary economics (Scientific session of the Physical Sciences Division of the Russian Academy of Sciences, 2 November 2010).

Fulltext pdf (145 KB)
Fulltext is also available at DOI: 10.3367/UFNe.0181.201107j.0774
PACS: 02.50.−r, 89.65.Gh (all)
DOI: 10.3367/UFNe.0181.201107j.0774
URL: https://ufn.ru/en/articles/2011/7/i/
000296148400008
2-s2.0-80054746528
2011PhyU...54..749V
Citation: Vidov P V, Romanovsky M Yu "Nonclassical random walks and the phenomenology of fluctuations of securities returns in the stock market" Phys. Usp. 54 749–753 (2011)
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2nd, November 2010

Оригинал: Видов П В, Романовский М Ю «Неклассические случайные блуждания и феноменология флуктуаций доходности ценных бумаг на фондовом рынке» УФН 181 774–778 (2011); DOI: 10.3367/UFNr.0181.201107j.0774

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