Self-organized percolation model for stock market fluctuations

Physica A: Statistical Mechanics and its Applications

Volumn 271, Issue 3-4, 1999, Pages 496-506

  Stauffer, Dietrich ^a   Sornette, Didier ^b,c  

^a UNIVERSITY OF COLOGNE   (Germany)

^b INSTITUT NON LINÉAIRE DE NICE   (France)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMICS; FINANCE; FINANCIAL DATA PROCESSING; MARKETING; MONTE CARLO METHODS; PERCOLATION (COMPUTER STORAGE); STATISTICAL MECHANICS;

PERCOLATION CLUSTERS; SELF ORGANIZED CRITICALITY; STOCK MARKET;

COMPUTER SIMULATION;

EID: 0343932590     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00290-3     Document Type: Article

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