Persistent scale free fluctuation in market recovery and recession

DOI10.1140/EPJB/E2010-00101-YMaRDI QIDQ977538zbMATH OpenOpenAlexFDO

Authors J. Martínez

Publication date 22 June 2010

Published in The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1140/epjb/e2010-00101-y

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

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Cites work

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• A Method for Simulating Stable Random Variables

Cited in

(1)

• Recoverability and Expectations-Driven Fluctuations

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