SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

Physica A: Statistical Mechanics and its Applications

Volumn 250, Issue 1-4, 1998, Pages 231-252

Dynamic numerical models of stock market price: From microscopic determinism to macroscopic randomness

(2) Sato, Aki Hiro a Takayasu, Hideki a

a NONE

Author keywords

Langevin type equation; Power law distribution; Stock market; Threshold dynamics

Indexed keywords

DYNAMICS; MATHEMATICAL MODELS; NUMERICAL METHODS; RANDOM PROCESSES;

LANGEVIN EQUATION; POWER LAW DISTRIBUTION; THRESHOLD DYNAMICS;

STATISTICAL MECHANICS;

EID: 0031998088 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(97)00569-4 Document Type: Article

Times cited : (94)

References (26)

1
- 0028377540
- W.E. Leland, M.S. Taqqu, W. Willinger, D.V. Willson, IEEE/ACM Trans. Networks 1 (1994) 1.
- (1994) IEEE/ACM Trans. Networks , vol.1 , pp. 1
- Leland, W.E.¹ Taqqu, M.S.² Willinger, W.³ Willson, D.V.⁴

2
- 0030407524
- M. Takayasu, H. Takayasu, T. Sato, Physica A 233 (1996) 824.
- (1996) Physica A , vol.233 , pp. 824
- Takayasu, M.¹ Takayasu, H.² Sato, T.³

3
- 0000559594
- M.H.R. Stanley et al., Nature 379 (1996) 804.
- (1996) Nature , vol.379 , pp. 804
- Stanley, M.H.R.¹

4
- 0031121921
- L.A.N. Amaral et al., J. Phys. I France 7 (1997) 621.
- (1997) J. Phys. I France , vol.7 , pp. 621
- Amaral, L.A.N.¹

5
- 8344223565
- R.N. Mangegna, H.E. Stanley, Nature 376 (1995) 46.
- (1995) Nature , vol.376 , pp. 46
- Mangegna, R.N.¹ Stanley, H.E.²

6
- 0001489806
- H. Takayasu, H. Miura, T. Hirabayashi, K. Hamada, Physica A 184 (1992) 127.
- (1992) Physica A , vol.184 , pp. 127
- Takayasu, H.¹ Miura, H.² Hirabayashi, T.³ Hamada, K.⁴

7
- 0040983865
- T. Hirabayashi, H. Takayasu, H. Miura, K. Hamada, Fractals 1 (1993) 29.
- (1993) Fractals , vol.1 , pp. 29
- Hirabayashi, T.¹ Takayasu, H.² Miura, H.³ Hamada, K.⁴

8
- 0001504360
- B.B. Mandelbrot, J. Bus. 36 (1963) 394.
- (1963) J. Bus. , vol.36 , pp. 394
- Mandelbrot, B.B.¹

9
- 0347777898
- Ph.D. Thesis, Kobe University
- T. Hirabayashi, Novelty and complexity of models on market price fluctuations, Ph.D. Thesis, Kobe University, 1993.
- (1993) Novelty and Complexity of Models on Market Price Fluctuations
- Hirabayashi, T.¹

10
- 6544242122
- V.A. Fock, Bull. Acad. Sci. USSR Ser. Phys. 14 (1950) 70.
- (1950) Bull. Acad. Sci. USSR Ser. Phys. , vol.14 , pp. 70
- Fock, V.A.¹

11
- 0021788594
- S.B. Pope, Energy Combust. Sci. 11 (1985) 119.
- (1985) Energy Combust. Sci. , vol.11 , pp. 119
- Pope, S.B.¹

12
- 0001348201
- V. Eswaran, S.B. Pope, Phys. Fluids 31 (1988) 506.
- (1988) Phys. Fluids , vol.31 , pp. 506
- Eswaran, V.¹ Pope, S.B.²

13
- 11744359461
- S.Q. Zhu, Phys. Rev. A 41 (1990) 1689.
- (1990) Phys. Rev. A , vol.41 , pp. 1689
- Zhu, S.Q.¹

14
- 0007137524
- S.Q. Zhu, Phys. Rev. A 45 (1992) 8148.
- (1992) Phys. Rev. A , vol.45 , pp. 8148
- Zhu, S.Q.¹

15
- 4243124667
- Y. Kuramoto, H. Nakao, Phys. Rev. Lett. 76 (1996) 4352.
- (1996) Phys. Rev. Lett. , vol.76 , pp. 4352
- Kuramoto, Y.¹ Nakao, H.²

16
- 24544477491
- Y. Kuramoto, H. Nakao, Phys. Rev. Lett. 78 (1997) 4038.
- (1997) Phys. Rev. Lett. , vol.78 , pp. 4038
- Kuramoto, Y.¹ Nakao, H.²

17
- 0002881538
- S.C. Venkataramani et al., Phys. D 96 (1996) 66.
- (1996) Phys. D , vol.96 , pp. 66
- Venkataramani, S.C.¹

18
- 0002676825
- A. Cênys, H. Lustfeld, J. Phys. A 29 (1996) 11.
- (1996) J. Phys. A , vol.29 , pp. 11
- Cênys, A.¹ Lustfeld, H.²

19
- 0030501958
- M. Lévy, S. Solomon, Int. J. Mod. Phys. C 7 (1996) 595.
- (1996) Int. J. Mod. Phys. C , vol.7 , pp. 595
- Lévy, M.¹ Solomon, S.²

20
- 0031099956
- Didier Sornette, Rama Cont, J. Phys. I France 7 (1997) 431.
- (1997) J. Phys. I France , vol.7 , pp. 431
- Sornette, D.¹ Cont, R.²

21
- 33646989457
- I.T. Drummond, J. Phys. A 25 (1992) 2273.
- (1992) J. Phys. A , vol.25 , pp. 2273
- Drummond, I.T.¹

22
- 5244239269
- J.M. Deutsch, Physica A 208 (1994) 433.
- (1994) Physica A , vol.208 , pp. 433
- Deutsch, J.M.¹

23
- 0031207936
- H. Takayasu, A.-H. Sato, M. Takayaus, Phys. Rev. Lett. 79 (1997) 966.
- (1997) Phys. Rev. Lett. , vol.79 , pp. 966
- Takayasu, H.¹ Sato, A.-H.² Takayaus, M.³

24
- 0003999855
- Clarendon Press, Oxford
- H.E. Stanley, Introduction to Phase Transitions and Critical Phenomena, Clarendon Press, Oxford, 1971.
- (1971) Introduction to Phase Transitions and Critical Phenomena
- Stanley, H.E.¹

25
- 5844290410
- P. Bak, C. Tang, K. Wiesenfeld, Phys. Rev. Lett. 59 (1987) 381.
- (1987) Phys. Rev. Lett. , vol.59 , pp. 381
- Bak, P.¹ Tang, C.² Wiesenfeld, K.³

26
- 15744401041
- P. Bak, C. Tang, K. Wiesenfeld, Phys. Rev A 38 (1988) 364.
- (1988) Phys. Rev A , vol.38 , pp. 364
- Bak, P.¹ Tang, C.² Wiesenfeld, K.³

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.