Title of article
The Lévy sections theorem: An application to econophysics
Author/Authors
A. Figueiredo، نويسنده , , R. Matsushita، نويسنده , , S. daSilva، نويسنده , , M. Serva، نويسنده , , G.M. Viswanathan، نويسنده , , C. Nascimento، نويسنده , , Iram Gleria، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
4
From page
756
To page
759
Abstract
We employ the Lévy sections theorem in the analysis of selected dollar exchange rate time series. The theorem is an extension of the classical central limit theorem and offers an alternative to the most usual analysis of the sum variable. We find that the presence of fat tails can be related to the local volatility pattern of the series.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2007
Journal title
Physica A Statistical Mechanics and its Applications
Record number
872183
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