Ordered phase and non-equilibrium fluctuation in stock market

Physica A: Statistical Mechanics and its Applications

Volumn 311, Issue 3-4, 2002, Pages 563-570

  Maskawa, Jun Ichi ^a  

^a Fukuyama Heisei University   (Japan)

Author keywords

Price fluctuation; Spin glass model; Stock market

Indexed keywords

ECONOMICS; HAMILTONIANS; MAGNETISM; SPIN GLASS;

PRICE FLUCTUATIONS; STATISTICAL PHYSICS; STOCK MARKET;

STATISTICAL MECHANICS;

EID: 0037102669     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)00818-X     Document Type: Article

References (9)

1. Empirical science of financial fluctuations