Analysis of chain reaction between two stock indices fluctuations by statistical physics systems

WSEAS Transactions on Mathematics

Volumn 9, Issue 11, 2010, Pages 830-839

  Shao, Jiguang ^a   Wang, Jun ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

Chain reaction; Fluctuation; Gibbs probability measure; Statistical analysis; Statistical physics; Stock index

Indexed keywords

CHAIN REACTION; FLUCTUATION; GIBBS PROBABILITY MEASURE; STATISTICAL ANALYSIS; STATISTICAL PHYSICS; STOCK INDEX;

FINANCE; PHYSICS; STATISTICS; STOCHASTIC MODELS;

PROBABILITY DISTRIBUTIONS;

EID: 79954514182     PISSN: 11092769     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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