Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation (Q1588864)

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Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation
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    Effect of trading momentum and price resistance on stock market dynamics: a Glauber Monte Carlo simulation (English)
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    5 December 2000
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    price fluctuation distribution
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    elastic energy
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    volatility auto-correlation function
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