Multi-scaling in the Cont-Bouchaud microscopic stock market model

Physica A: Statistical Mechanics and its Applications

Volumn 300, Issue 3-4, 2001, Pages 531-538

  Castiglione, Filippo ^a,b   Stauffer, Dietrich ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Cont Bouchaud model; Multi scaling; Percolation; Structure function

Indexed keywords

COMPUTER SIMULATION; INTERNATIONAL TRADE; MATHEMATICAL MODELS; TIME SERIES ANALYSIS;

HISTOGRAMS; STOCK MARKET MODEL;

FINANCE;

EID: 0035889725     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00365-X     Document Type: Article

References (22)

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