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Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 28-39

Microscopic models for long ranged volatility correlations

(3) Giardina, Irene a Bouchaud, Jean Philippe b,c Mézard, Marc d

a CEA SACLAY (France)

b SERVICE DE PHYSIQUE DE L ETAT CONDENSÉ (France)

c Science and Finance (France)

d UNIVERSITÉ PARIS SUD (France)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; FINANCE; GAME THEORY; MATHEMATICAL MODELS; RANDOM PROCESSES;

FINANCIAL MARKETS; MINORITY GAME MODEL;

INTERNATIONAL TRADE;

EID: 0035471316 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(01)00280-1 Document Type: Conference Paper

Times cited : (85)

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