Physics of fashion fluctuations

Physica A: Statistical Mechanics and its Applications

Volumn 287, Issue 3-4, 2000, Pages 539-545

  Donangelo, R ^a   Hansen, A ^b   Sneppen, K ^b   Souza, S R ^a  

^a FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^b NORDITA   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

MARKETING; MATHEMATICAL MODELS;

VOLATILITY CLUSTERING;

STATISTICAL MECHANICS;

EID: 0034501779     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00391-5     Document Type: Article

References (12)

1. Donangelo R., Sneppen K. Self organization of value and demand. Physica A. 276:2000;572-580.
2. Yasutomi A. The emergency and collapse of money. Physica D. 82:1995;180-194.
3. Menger C. Principles of Economics. 1994;Libertarian Press, Grove City.
4. Caldarelli G., Marsili M., Zhang Y.C. A prototype model of stock exchange. Europhys. Lett. 40:1997;479-484.
5. Bak P., Paczuski M., Shubik M. Price variation in a stock market with many agents. Physica A. 246:1997;430-453.
6. Bouchaud J.-P., Cont R. A Langevin approach to stock market fluctuations and crashes. Eur. Phys. J. B6:1998;543-550.
7. Youssefmir M., Huberman B.A., Hogg T. Bubbles and market crashes. Comput. Econom. 12:1998;97-114.
8. Lux T., Marchesi M. Scaling and criticality in a stochastic multiagent model of financial market. Nature. 397:1999;498-500.
9. Feder J. Fractals. 1988;Plenum Press, New York.
10. Evertz C.J.G. Fractals. 3:1995;609-616.
11. Donangelo R., Hansen A., Sneppen K., Souza S.R. Modelling an imperfect market. Physica A. 283:2000;469.
12. Doyne Farmer J. Physicists attempt to scale the ivory towers of finance. Comp. Sci. Eng. 1(6):1999;26-39.