Bypassing the truncation problem of truncated Lévy flights
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DOI: 10.1016/j.physa.2020.125035
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- Matsushita, Raul & Brandão, Helena & Nobre, Iuri & Da Silva, Sergio, 2024. "Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 646(C).
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Keywords
Truncated Lévy flights; Power laws; Financial data; Econophysics;All these keywords.
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