A model for stock market returns: non-Gaussian fluctuations and financial factors
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 30 (2008)
Issue (Month): 4 (May)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Aggregate stock prices; Returns; Diflogs; Positive feedback; Phases; Kurtosis; Optimism factor; Credit; G10;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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