Cluster behavior of a simple model in financial markets

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 2-3, 2008, Pages 528-536

  Jiang, J ^a   Li, W ^a,b   Cai, X ^a  

^a CENTRAL CHINA NORMAL UNIVERSITY   (China)

^b MAX PLANCK INSTITUTE FOR MATHEMATICS IN THE SCIENCES   (Germany)

Author keywords

Cluster behavior; Financial markets; Liquidity parameter; Power law scaling; Scale free networks

Indexed keywords

FINANCE; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS;

CLUSTER BEHAVIOR; FINANCIAL MARKETS; LIQUIDITY PARAMETER; SCALE FREE NETWORKS;

MARKETING;

EID: 36448977303     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.09.030     Document Type: Article

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