Dynamic instability in a phenomenological model of correlated assets

Journal of Statistical Mechanics: Theory and Experiment

Volumn , Issue 8, 2006, Pages

  Raffaelli, Giacomo ^a   Marsili, Matteo ^a  

^a NONE

Author keywords

Critical phenomena of socio economic systems; Models of financial markets

Indexed keywords

EID: 42749105253     PISSN: 17425468     EISSN: 17425468     Source Type: Journal    
DOI: 10.1088/1742-5468/2006/08/L08001     Document Type: Article

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