The grounds for time dependent market potentials from dealers' dynamics

DOI10.1140/EPJB/E2008-00155-4zbMath1189.91136arXiv0710.1729OpenAlexW3106468035WikidataQ111620791 ScholiaQ111620791MaRDI QIDQ978623

J. Martínez

Publication date: 25 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://arxiv.org/abs/0710.1729

zbMATH Keywords

financial marketseconophysicsbusiness and management

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Trade models (91B60)

Related Items (2)

Rapid detection of the switching point in a financial market structure using the particle filter ⋮ Random coefficient autoregressive processes and the PUCK model with fluctuating potential

Cites Work

• Analysis of high-resolution foreign exchange data of USD-JPY for 13 years
• Dynamical models of stock market exchanges: From microscopic determinism to macroscopic randomness

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