См., например, работу: Bouchaud J.-P. Power laws in economics and finance: some ideas from physics // Quantitative Finance. 2000. September. Vol. 1. No. 1. Pp. 105–112; Mantegna R. N., Stanley H. E. Turbulence and financial markets // Nature. 1996. October. Vol. 383. No. 6601. P. 587.