Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes (Q1409101)
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scientific article; zbMATH DE number 1988115
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| English | Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes |
scientific article; zbMATH DE number 1988115 |
Statements
Dynamical model of financial markets: fluctuating `temperature' causes intermittent behavior of price changes (English)
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5 October 2003
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Brownian motion
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Tsallis distribution
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volatility
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0.7608653903007507
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0.7471178770065308
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0.7454552054405212
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0.7338292002677917
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