Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents (Q1847462): Difference between revisions
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| Property / cites work: HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS / rank | |||
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| Property / cites work: AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS / rank | |||
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| Property / cites work: The Present-Value Relation: Tests Based on Implied Variance Bounds / rank | |||
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| Property / cites work: Coarse-graining and self-similarity of price fluctuations / rank | |||
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Revision as of 17:50, 4 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents |
scientific article |
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Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents (English)
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26 November 2002
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cumulative log-return distribution
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scaling
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transition-time distribution
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