Amplified imitation in percolation model of stock market
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DOI: 10.1016/j.physa.2003.09.014
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References listed on IDEAS
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Cited by:
- Xiao, Di & Wang, Jun, 2012. "Modeling stock price dynamics by continuum percolation system and relevant complex systems analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4827-4838.
- Lux, Thomas & Alfarano, Simone, 2016. "Financial power laws: Empirical evidence, models, and mechanisms," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 3-18.
- Ding, Li & Guan, Zhi-Hong, 2008. "Modeling wireless sensor networks using random graph theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 3008-3016.
- Yang, ChunXia & Hu, Sen & Xia, BingYing, 2012. "The endogenous dynamics of financial markets: Interaction and information dissemination," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(12), pages 3513-3525.
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Keywords
Cont–Bouchaud stock market model; Percolation; Monte Carlo simulations; Fluctuation distribution; Emergent stock markets;All these keywords.
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