Turbulence in financial markets: the surprising explanatory power of simple cascade models
From MaRDI portal
Publication:4646515
DOI10.1088/1469-7688/1/6/305zbMath1405.91719OpenAlexW2161042876MaRDI QIDQ4646515
No author found.
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/1/6/305
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)
Related Items (7)
Scaling behaviors in differently developed markets ⋮ Continuous cascade models for asset returns ⋮ Continuum percolation of wireless ad hoc communication networks ⋮ The correlation dimension of returns with stochastic volatility ⋮ Unveiling the relation between herding and liquidity with trader lead-lag networks ⋮ The market nanostructure origin of asset price time reversal asymmetry ⋮ From Brownian motion to operational risk: statistical physics and financial markets
This page was built for publication: Turbulence in financial markets: the surprising explanatory power of simple cascade models
