Correlations in the bond-future market

Physica A: Statistical Mechanics and its Applications

Volumn 269, Issue 1, 1999, Pages 90-97

  Cuniberti, Gianaurelio ^a,b   Raberto, Marco ^a,c   Scalas, Enrico ^a,d  

^a INFM   (Italy)

^b MAX PLANCK INSTITUT FÜR PHYSIK KOMPLEXER SYSTEME   (Germany)

^c UNIVERSITY OF GENOA   (Italy)

^d UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; INDUSTRIAL ECONOMICS; LARGE SCALE SYSTEMS; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS;

BOND-FUTURE MARKETS; RANDOM WALK MODELS;

STATISTICAL MECHANICS;

EID: 0032669106     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00083-7     Document Type: Article

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