FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS
Year of publication: |
2010
|
---|---|
Authors: | ZHANG, JUNHUAN ; WANG, JUN ; SHAO, JIGUANG |
Published in: |
Advances in Complex Systems (ACS). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6802. - Vol. 13.2010, 05, p. 643-657
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Statistical physics | stock price | finite range contact process | probability density function | return | return intervals |
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