| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481790 | Physica A: Statistical Mechanics and its Applications | 2012 | 14 Pages |
Abstract
⺠The generalized correlation approach is proposed to describe stochastic financial processes. ⺠High-order correlations of a non-Gaussian random walk with independent, identically distributed increments have been investigated. ⺠The cumulants of an asymmetrically truncated Levy distribution have been found. ⺠The behaviors of asymmetrically truncated Levy flight are considered.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Dmitry V. Vinogradov,