PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS (Q4425246): Difference between revisions
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| Property / author: Dietrich Stauffer / rank | |||
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| Property / cites work: HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS / rank | |||
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| Property / cites work: MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING / rank | |||
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| Property / full work available at URL: https://doi.org/10.1142/s0219525901000061 / rank | |||
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Revision as of 10:55, 30 July 2024
scientific article; zbMATH DE number 1978831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS |
scientific article; zbMATH DE number 1978831 |
Statements
PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS (English)
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2001
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Cont-Bouchaud model
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herding behavior
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tail exponents
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up-down asymmetry
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