Phase transition of dynamical herd behaviors for Yen-Dollar exchange rates

Physica A: Statistical Mechanics and its Applications

Volumn 359, Issue 1-4, 2006, Pages 563-568

  Yoon, Seong Min ^a   Choi, J S ^a   Kim, Y ^b   Kim, Kyungsik ^a  

^a Pukyong National University   (South Korea)

^b Kyung Hee University   (South Korea)

Author keywords

Herd behavior; Herding parameter; Returns; Yen dollar exchange rate

Indexed keywords

INDUSTRIAL ECONOMICS; MARKETING; PARAMETER ESTIMATION; PHASE TRANSITIONS; PROBABILITY DISTRIBUTIONS;

HERD BEHAVIOR; HERDING PARAMETER; RETURNS; YEN-DOLLAR EXCHANGE RATE;

BEHAVIORAL RESEARCH;

EID: 27344448730     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.05.072     Document Type: Article

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