ASYMMETRIES, CORRELATIONS AND FAT TAILS IN PERCOLATION MARKET MODEL
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Publication:3022066
DOI10.1142/S0219024902001584zbMath1107.91310arXivcond-mat/0108345OpenAlexW1967410196MaRDI QIDQ3022066
Iksoo Chang, Ras B. Pandey, Dietrich Stauffer
Publication date: 22 June 2005
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0108345
Cites Work
- Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
- Ising-correlated clusters in the Cont-Bouchaud stock market model
- Time-reversal asymmetry in Cont-Bouchaud stock market model
- Multi-scaling in the Cont-Bouchaud microscopic stock market model
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