FRACTIONAL MARKET MODEL AND ITS VERIFICATION ON THE WARSAW STOCK EXCHANGE

DOI10.1142/S012918310801225XzbMath1141.91649MaRDI QIDQ3521520

Marzena Kozłowska, A. Kasprzak, Ryszard Kutner

Publication date: 26 August 2008

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Mathematics Subject Classification ID

Economic time series analysis (91B84) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (2)

Bayesian log-periodic model for financial crashes ⋮ Dynamic bifurcations on financial markets

Cites Work

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• Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000
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• Patterns of Speculation
• Introduction to Econophysics
• Brownian agents and active particles. Collective dynamics in the natural and social sciences. With a foreword by J. Doyne Farmer.
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

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