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On the Origin of Power Law Tails in Price Fluctuations

Name: The Institute for New Economic Thinking at the Oxford Martin School
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17 Sept 03

Citation:

Farmer, J. D. and F. Lillo. 'On the Origin of Power Law Tails in Price Fluctuations.' Quant. Fin. 4(1) (2004): 7-11.

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On the Origin of Power Law Tails in Price Fluctuations

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