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Time intervals distribution of stock transactions and time correlation of stock indices in the model space

Author

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  • Romanovsky, M.
  • Oks, E.

Abstract

The formerly introduced model (Physica A 265 (1999) 264; Physica A 287 (2000) 450) of stock market where bodies in the virtual space represent companies and enterprises is used for calculation of time transaction intervals as well as the time correlation of stock indices.

Suggested Citation

  • Romanovsky, M. & Oks, E., 2001. "Time intervals distribution of stock transactions and time correlation of stock indices in the model space," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 168-174.
    • Handle: RePEc:eee:phsmap:v:299:y:2001:i:1:p:168-174
    DOI: 10.1016/S0378-4371(01)00292-8
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    Cited by:

    1. Düring, B. & Toscani, G., 2007. "Hydrodynamics from kinetic models of conservative economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 493-506.

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