Ising-correlated clusters in the Cont-Bouchaud stock market model

Physica A: Statistical Mechanics and its Applications

Volumn 294, Issue 1-2, 2001, Pages 235-238

  Da Silva, L R ^b   Stauffer, D ^a,c  

^a FEDERAL UNIVERSITY OF RIO GRANDE DO NORTE   (Brazil)

^b USA   (United States)

^c UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Cont Bouchaud stock market model; Financial markets; Market organization; Percolation; Random graphs

Indexed keywords

CORRELATION METHODS; FINANCE; INDUSTRIAL ECONOMICS; MARKETING; RANDOM PROCESSES; STATISTICAL MECHANICS;

CONT-BOUCHAUD STOCK MARKET MODELS; SQUARE-LATTICE ISING MODELS;

QUANTUM THEORY;

EID: 0035338166     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00118-2     Document Type: Article

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