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Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact

, , and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 227--235 (Dec 1, 2004)

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Virtual volatility, and . Physica A: Statistical Mechanics and its Applications, (Mar 15, 2007)Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact, , and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 227--235 (Dec 1, 2004)