Switching phenomena in a system with no switches

DOI10.1007/S10955-009-9914-YzbMATH Open1187.82092OpenAlexW2121884746WikidataQ57216807 ScholiaQ57216807MaRDI QIDQ963294FDOQ963294

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

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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)

Cites Work

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

Cited In (7)

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

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