Power laws of wealth, market order volumes and market returns

Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 1-2, 2001, Pages 188-197

  Solomon, Sorin ^a   Richmond, Peter ^b  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^b TRINITY COLLEGE DUBLIN   (Ireland)

Author keywords

Lotka Volterra; Market returns; Pareto Zipf; Power law; Random multiplicative process; Wealth distribution

Indexed keywords

DATA REDUCTION; MULTI AGENT SYSTEMS;

RANDOM MULTIPLICATIVE PROCESSES;

ECONOMICS;

EID: 0035471556     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00295-3     Document Type: Conference Paper

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