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Physica A: Statistical Mechanics and its Applications

Volumn 302, Issue 1-4, 2001, Pages 220-233

Volatility driven market in a generalized Lotka-Voltera formalism

(2) Louzoun, Yoram a Solomon, Sorin b

a PRINCETON UNIVERSITY (United States)

b HEBREW UNIVERSITY OF JERUSALEM (Israel)

Author keywords

Behavioral finance; Econophysics; Lotka Volterra; Power laws; Stochastic logistic; Volatility auto correlations

Indexed keywords

CORRELATION THEORY; FINANCE; PARETO PRINCIPLE; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

LOTKA-VOLTERA FORMALISM;

INDUSTRIAL ECONOMICS;

EID: 0035894723 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(01)00466-6 Document Type: Conference Paper

Times cited : (26)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.