PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS (Q4425246): Difference between revisions
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| Property / cites work: MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING / rank | |||
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Revision as of 10:56, 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)
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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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