Concepedia

Lévy walks and enhanced diffusion in Milan stock exchange

Rosario N. Mantegna

Physica A Statistical Mechanics and its Applications · 1991 · 193 citations · 22 references

DOI

Concepts

References

22

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

, , +11

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations

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Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

, , +9

Self-organized criticality: An explanation of the 1/<i>f</i>noise

Per Bak, Chao Tang, Kurt Wiesenfeld · Physical Review Letters · 1987 · 7.6K citations

, , +17

An Introduction to Probability Theory and its Applications.

J. F. C. Kingmán, W. Feller · Journal of the Royal Statistical Society Series A (General) · 1972 · 5.1K citations

, , +11