Prognosis oriented microscopic stock market model

Physica A: Statistical Mechanics and its Applications

Volumn 267, Issue 3, 1999, Pages 443-452

  Busshaus, Christian ^a   Rieger, Heiko ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; ESTIMATION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; STATISTICAL METHODS;

INTERACTING INVESTOR; PRICE FLUCTUATION; STOCK MARKET MODEL; TRUNCATED LEVY DISTRIBUTION;

MATHEMATICAL MODELS;

EID: 0032641859     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00060-6     Document Type: Article

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