Tag Archives: scaling law

How did the Zebra get its Stripes?

This has confused me ever since I learned about evolution. As Mr. Shepherd explained it to me in the second grade, zebras are hard to kill because, when the zeal runs, their collective stripes make it hard for a predator … Continue reading

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In this paper an exhaustive characterization of financial markets was given. Dependence: Autocorrelation in returns if largely insignificant. (Exceptions being at the tick level and annual returns.) Distribution: Approximately symmetric, increasingly positive kurtosis as the time interval decreases and a … Continue reading

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original Mandelbrot article on cotton prices as a Levy process

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