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prof Michael Romanovsky

e-mail:
phone: +7-499-5038168
fax: +7-499-1354468
web:
interest(s):

Affiliation:

A.M. Prokhorov General Physics Institute of Russian Academy of Sciences

address: Vavilov Str. 38, Moscow, 119991, Russian Federation
phone: +7-499-5038288
fax: +7-495-1350270
web: http://www.gpi.ru

Participant:

International Conference on Economic Science with Heterogeneous Interacting Agents 2008

began: 2008-06-19
ended: 2008-06-21
Presented:
International Conference on Economic Science with Heterogeneous Interacting Agents 2008
Analytical representation of truncated Levy random  walks.  Does the general law of asset return fluctuations (hops) exist?

Publications:
  1. Analytical representation of truncated Levy random  walks.  Does the general law of asset return fluctuations (hops) exist?



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