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

P.V. Vidov^a, M.Yu. Romanovsky^b
^aINTRAST Company, ul. Aleksandra Solzhenitsyna 36, build. 1, Moscow, 109004, Russian Federation
^bProkhorov 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).

PACS: 02.50.−r, 89.65.Gh (all)
DOI: 10.3367/UFNe.0181.201107j.0774
URL: https://ufn.ru/en/articles/2011/7/i/
Web of Science

000296148400008
Scopus

2-s2.0-80054746528
ADS NASA

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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Accepted: 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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