Linking market interaction intensity of 3D Ising type financial model with market volatility
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Publication:1619821
DOI10.1016/j.physa.2016.06.065zbMath1400.91394OpenAlexW2411013329MaRDI QIDQ1619821
Jun Wang, Ling Feng, Jinchuan Ke, Wen Fang
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2016.06.065
complexityMonte Carlo simulationcritical behavioreconophysicsstylized facts3D Ising type financial model
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)
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