On modeling of inefficient market

Physica A: Statistical Mechanics and its Applications

Volumn 344, Issue 1-2, 2004, Pages 36-40

  Makowiec, D ^a  

^a UNIVERSITY OF GDA SK   (Poland)

Author keywords

Daily return distribution; Emergent stock markets; Percolation model of stock market

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; DECISION MAKING; FINANCE; IDENTIFICATION (CONTROL SYSTEMS); INDUSTRIAL RESEARCH; INFORMATION ANALYSIS; INVESTMENTS; PERCOLATION (COMPUTER STORAGE); REGRESSION ANALYSIS; SECURITY OF DATA;

DAILY-RETURN DISTRIBUTION; EMERGENT STOCK MARKETS; PERCOLATION MODEL OF STOCK MARKET; WARSAW STOCK EXCHANGE;

MARKETING;

EID: 5444257596     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.06.084     Document Type: Conference Paper

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