Maximum entropy distribution of stock price fluctuations

Maximum entropy distribution of stock price fluctuations

Bartiromo, Rosario
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Volume:
392
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2012.11.048
Date:
April, 2013
File:
PDF, 517 KB
english, 2013
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