Large price changes on small scales

Physica A: Statistical Mechanics and its Applications

Volumn 344, Issue 1-2, 2004, Pages 221-226

  Zawadowski, A G ^a   Kertesz J ^a,b   Andor, G ^a  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^b AALTO UNIVERSITY   (Finland)

Author keywords

Behavioural finance; Price evolution; Volatility outburst

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; FUNCTIONS; MARKETING; MATHEMATICAL MODELS; MULTI AGENT SYSTEMS;

AUTOCORRELATION FUNCTIONS; BEHAVIORAL FINANCE; PRICE EVOLUTION;

INDUSTRIAL ECONOMICS;

EID: 5444275963     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.06.121     Document Type: Conference Paper

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