Linking market interaction intensity of 3D Ising type financial model with market volatility (Q1619821)
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scientific article; zbMATH DE number 6978356
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| English | Linking market interaction intensity of 3D Ising type financial model with market volatility |
scientific article; zbMATH DE number 6978356 |
Statements
Linking market interaction intensity of 3D Ising type financial model with market volatility (English)
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13 November 2018
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econophysics
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critical behavior
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3D Ising type financial model
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Monte Carlo simulation
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stylized facts
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complexity
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0.7052472829818726
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0.6995945572853088
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0.6965267062187195
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0.6886281967163086
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0.6879118084907532
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