Multi-scaling in the Cont–Bouchaud microscopic stock market model
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DOI: 10.1016/S0378-4371(01)00365-X
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Cited by:
- Thomas Lux, 2009. "Applications of Statistical Physics in Finance and Economics," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 9, Edward Elgar Publishing.
- E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001.
"Microscopic Models of Financial Markets,"
Papers
cond-mat/0110354, arXiv.org.
- Samanidou, Egle & Zschischang, Elmar & Stauffer, Dietrich & Lux, Thomas, 2006. "Microscopic models of financial markets," Economics Working Papers 2006-15, Christian-Albrechts-University of Kiel, Department of Economics.
- Makowiec, D. & Gnaciński, P. & Miklaszewski, W., 2004. "Amplified imitation in percolation model of stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 331(1), pages 269-278.
- E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2007. "Agent-based Models of Financial Markets," Papers physics/0701140, arXiv.org.
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Keywords
Cont–Bouchaud model; Percolation; Multi-scaling; Structure function;All these keywords.
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