Price drops, fluctuations, and correlation in a multi-agent model of stock markets (Q1847458)
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scientific article; zbMATH DE number 1835498
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| English | Price drops, fluctuations, and correlation in a multi-agent model of stock markets |
scientific article; zbMATH DE number 1835498 |
Statements
Price drops, fluctuations, and correlation in a multi-agent model of stock markets (English)
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26 November 2002
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Lux-Marchesi model
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fluctuation-dissipation theorem
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spontaneous decay
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0.7367960214614868
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0.7040150761604309
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0.7027226090431213
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0.7009410858154297
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