Transition in the waiting-time distribution of price-change events in a global socioeconomic system
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DOI: 10.1016/j.physa.2013.08.036
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References listed on IDEAS
- Bouchaud,Jean-Philippe & Potters,Marc, 2009. "Theory of Financial Risk and Derivative Pricing," Cambridge Books, Cambridge University Press, number 9780521741866, October.
- Johnson, Neil F. & Jefferies, Paul & Hui, Pak Ming, 2003. "Financial Market Complexity," OUP Catalogue, Oxford University Press, number 9780198526650.
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Keywords
Waiting-time distribution; Foreign exchange market; Lognormal distribution; Power-law distribution; Agent based model;All these keywords.
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