Self-organized criticality and stock market dynamics: An empirical study

Physica A: Statistical Mechanics and its Applications

Volumn 350, Issue 2-4, 2005, Pages 451-465

  Bartolozzi, M ^a   Leinweber, D B ^a   Thomas, A W ^a,b  

^a UNIVERSITY OF ADELAIDE   (Australia)

^b THOMAS JEFFERSON NATIONAL ACCELERATOR FACILITY   (United States)

Author keywords

Complex systems; Econophysics; Self organized criticality; Wavelets

Indexed keywords

BEHAVIORAL RESEARCH; INDEXING (OF INFORMATION); LARGE SCALE SYSTEMS; PLASMA TURBULENCE; STATISTICAL METHODS; WAVELET TRANSFORMS;

ECONOPHYSICS; SELF-ORGANIZED CRITICALITY; STOCK MARKET; WAVELETS;

MARKETING;

EID: 14844292628     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.11.061     Document Type: Article

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