Crossover behavior of stock returns and mean square displacements of particles governed by the Langevin equation

Author: Ma Wen-Jong   Wang Shih-Chieh   Chen Chi-Ning   Hu Chin-Kun  

Publisher: Edp Sciences

E-ISSN: 1286-4854|102|6|66003-66003

ISSN: 0295-5075

Source: EPL (EUROPHYSICS LETTERS), Vol.102, Iss.6, 2013-07, pp. : 66003-66003

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Abstract