Quantum spatial-periodic harmonic model for daily price-limited stock markets

DOI10.1016/J.PHYSA.2015.06.041zbMath1400.91686arXiv1405.4490OpenAlexW2114561744MaRDI QIDQ1618764

Hong Guo, Jian-Wei Zhang, Jingjing Xu, XiangYi Meng

Publication date: 13 November 2018

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

Full work available at URL: https://arxiv.org/abs/1405.4490

zbMATH Keywords

quantum harmonic oscillatoreconophysicsenergy band structureprice-limited stock market

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

Related Items (3)

A quantum anharmonic oscillator model for the stock market ⋮ A quantum model of supply and demand ⋮ Testing stationarity of the detrended price return in stock markets

Cites Work

• Unnamed Item
• Examining the effectiveness of price limits in an artificial stock market
• Quantum finance
• Quantum Finance
• Modeling and Forecasting Realized Volatility

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