Price drops, fluctuations, and correlation in a multi-agent model of stock markets (Q1847458)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Price drops, fluctuations, and correlation in a multi-agent model of stock markets |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Price drops, fluctuations, and correlation in a multi-agent model of stock markets |
scientific article |
Statements
Price drops, fluctuations, and correlation in a multi-agent model of stock markets (English)
0 references
26 November 2002
0 references
Lux-Marchesi model
0 references
fluctuation-dissipation theorem
0 references
spontaneous decay
0 references
0.7367960214614868
0 references
0.7040150761604309
0 references
0.7027226090431213
0 references
0.7009410858154297
0 references
