Stochastic resonance as a model for financial market crashes and bubbles

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Publication:1852545


DOI10.1016/S0378-4371(02)01375-4zbMath1005.91053MaRDI QIDQ1852545

A. Krawiecki, Janusz A. Hołyst

Publication date: 6 January 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01375-4

zbMATH Keywords

long-range interactions; Ising model; thermal-bath dynamics


Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B70: Stochastic models in economics

91B26: Auctions, bargaining, bidding and selling, and other market models


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Cites Work

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