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Long correlations and truncated Levy walks applied to the study Latin-American market indices

Physica A: Statistical Mechanics and its Applications, 355(2-4): 461--474, 2005.
Authors: Sebastian Jaroszewicz and M. Cristina Mariani and Marta Ferraro
URL: http://www.sciencedirect.com/science/article/B6TVG-4G4X6VF-3/1/e23be348b4e2e72d346c4fbd045bbdc0
Description: Physica A
Tags: Levy flight
| URL | BibTeX  
@article{Jaroszewicz2005,
title = {Long correlations and truncated Levy walks applied to the study Latin-American market indices},
author = {Sebastian Jaroszewicz and M. Cristina Mariani and Marta Ferraro},
day = {15},
journal = {Physica A: Statistical Mechanics and its Applications},
month = {Sep},
number = {2-4},
pages = {461--474},
url = {http://www.sciencedirect.com/science/article/B6TVG-4G4X6VF-3/1/e23be348b4e2e72d346c4fbd045bbdc0},
volume = {355},
year = {2005},
description = {Physica A},
keywords = {Levy flight }
}