Time-reversal asymmetry in Cont-Bouchaud stock market model

Physica A: Statistical Mechanics and its Applications

Volumn 299, Issue 3-4, 2001, Pages 547-550

  Chang, Iksoo ^a,b   Stauffer, Dietrich ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

^b Pusan National University   (South Korea)

Author keywords

Econophysics; Return distribution; Speculation

Indexed keywords

COMPUTER SIMULATION; ECONOMICS; MONTE CARLO METHODS; PROBABILITY;

ECONOPHYSICS;

FINANCE;

EID: 0035887877     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00270-9     Document Type: Article

References (14)