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Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 64, Issue 2 II, 2001, Pages 261011-261015

Long-time fluctuations in a dynamical model of stock market indices

(4) Biham, Ofer a Huang, Zhi Feng b Malcai, Ofer a Solomon, Sorin a

a HEBREW UNIVERSITY OF JERUSALEM (Israel)

b UNIVERSITY OF TORONTO (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; INVENTORY CONTROL; MATHEMATICAL MODELS; RANDOM PROCESSES; TIME SERIES ANALYSIS;

STOCK MARKET INDICES;

FINANCIAL DATA PROCESSING;

EID: 0035419818 PISSN: 15393755 EISSN: None Source Type: Journal
DOI: None Document Type: Article

Times cited : (12)

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