Ordered phase and non-equilibrium fluctuation in stock market

DOI10.1016/S0378-4371(02)00818-XzbMath0996.91049arXivcond-mat/0110120MaRDI QIDQ1606134

Jun-ichi Maskawa

Publication date: 24 July 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0110120

zbMATH Keywords

time seriesspin glass modelsdaily price change

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

Multivariate Markov chain modeling for stock markets

Cites Work

• Introduction to Econophysics
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