Switching phenomena in a system with no switches

DOI10.1007/S10955-009-9914-YMaRDI QIDQ963294zbMATH OpenOpenAlexWikidataFDO

Authors Tobias Preis, H. Eugene Stanley

Publication date 19 April 2010

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10955-009-9914-y

zbMATH Keywords

econophysics

Mathematics Subject Classification ID

Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26) Microeconomic theory (price theory and economic markets) (91B24)

Recommendations

• Switching processes in financial markets
• Dynamic bifurcations on financial markets
• Herding, trend chasing and market volatility
• Higher-order phase transitions on financial markets
• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS

Cites work

• A note on intraday option pricing
• From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• Introduction to Econophysics
• Semiparametric diffusion estimation and application to a stock market index

Cited in

(8)

• Transition systems without transitions
• Switching processes in financial markets
• Transitions in the stock markets of the US, UK and Germany
• Transition probability, dynamic regimes, and the critical point of financial crisis
• Kinetic model of the buyers' market
• Dynamic bifurcations on financial markets
• Multi-GPU accelerated multi-spin Monte Carlo simulations of the 2D Ising model
• Variable diffusion in stock market fluctuations

This page was built for publication: Switching phenomena in a system with no switches

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q963294)