Pages that link to "Item:Q4502825"
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The following pages link to AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS (Q4502825):
Displayed 11 items.
- ``Slimming'' of power-law tails by increasing market returns (Q1599010) (← links)
- Equilibrium pricing in an order book environment: case study for a spin model (Q1619502) (← links)
- Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents (Q1847462) (← links)
- Stochastic resonance as a model for financial market crashes and bubbles (Q1852545) (← links)
- Volatility cluster and herding (Q1867949) (← links)
- Mechanism of investor behavior propagation in stock market (Q2678336) (← links)
- MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING ON REGULAR AND SMALL-WORLD LATTICES (Q3545700) (← links)
- Herding behaviour and volatility clustering in financial markets (Q4555131) (← links)
- Uncovering the non-equilibrium stationary properties in sparse Boolean networks (Q5078684) (← links)
- MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS (Q5706691) (← links)
- Agent-based simulation of a financial market (Q5947896) (← links)