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On the origin of power-law tails in price fluctuations
Authors:
J Doyne Farmer a;
Fabrizio Lillo a
| Affiliation: | a Santa Fe Institute, Santa Fe, NM, USA |
DOI:
10.1088/1469-7688/4/1/C01
Publication Frequency:
8 issues per year
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(English)
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Abstract
J Doyne Farmer and Fabrizio Lillo discuss the theory presented by Gabaix et al in their recent article published in Nature and offer an alternative analysis.
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