FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS

DOI10.1142/S0219525910002797zbMath1201.91153OpenAlexW2160151665MaRDI QIDQ3063617

Jiguang Shao, Jun Wang, Junhuan Zhang

Publication date: 15 December 2010

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219525910002797

zbMATH Keywords

returnstock priceprobability density functionstatistical physicsfinite range contact processreturn intervals

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Statistical methods; economic indices and measures (91B82)

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Cites Work

• The Pricing of Options and Corporate Liabilities
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• MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS
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