PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS (Q4425246): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING / rank | |||
Normal rank |
Revision as of 09:56, 6 June 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)
0 references
2001
0 references
Cont-Bouchaud model
0 references
herding behavior
0 references
tail exponents
0 references
up-down asymmetry
0 references