Price drops, fluctuations, and correlation in a multi-agent model of stock markets

Physica A: Statistical Mechanics and its Applications

Volumn 316, Issue 1-4, 2002, Pages 403-412

  Zawadowski, A G ^a   Karadi R ^a   Kertesz J ^a,b  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^b AALTO UNIVERSITY   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMICS; MATHEMATICAL MODELS; PERTURBATION TECHNIQUES; STATISTICAL METHODS;

STOCK MARKETS;

FINANCE;

EID: 0037114588     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01213-X     Document Type: Article

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