Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents

Physica A: Statistical Mechanics and its Applications

Volumn 316, Issue 1-4, 2002, Pages 441-452

  Kaizoji, Taisei ^a   Bornholdt, Stefan ^b   Fujiwara, Yoshi ^c  

^a INTERNATIONAL CHRISTIAN UNIVERSITY   (Japan)

^b UNIVERSITY OF KIEL   (Germany)

^c Kansai Advanced Research Center   (Japan)

Author keywords

Econophysics; Spin model; Stock market; Volatility

Indexed keywords

ECONOMICS; MATHEMATICAL MODELS; STATISTICAL MECHANICS; STATISTICAL METHODS;

ECONOPHYSICS;

FINANCE;

EID: 0037114590     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01216-5     Document Type: Article

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