ASYMMETRIES, CORRELATIONS AND FAT TAILS IN PERCOLATION MARKET MODEL (Q3022066)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMMETRIES, CORRELATIONS AND FAT TAILS IN PERCOLATION MARKET MODEL |
scientific article |
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ASYMMETRIES, CORRELATIONS AND FAT TAILS IN PERCOLATION MARKET MODEL (English)
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22 June 2005
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Cont--Bouchaud model
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return distribution
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multifractality
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asymmetry
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