On the probability distribution of stock returns in the Mike-Farmer model
Year of publication: |
2009
|
---|---|
Authors: | Gu, G.-F. ; Zhou, W.-X. |
Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 67.2009, 4, p. 585-592
|
Publisher: |
Springer |
Subject: | 89.65.Gh Economics | econophysics | financial markets | business and management | 89.75.Da Systems obeying scaling laws | 05.40.-a Fluctuation phenomena | random processes | noise | and Brownian motion |
-
Size matters: some stylized facts of the stock market revisited
Eisler, Z., (2006)
-
Role of noise in a market model with stochastic volatility
Bonanno, G., (2006)
-
The role of communication and imitation in limit order markets
Tedeschi, G., (2009)
- More ...
-
Quantifying bid-ask spreads in the Chinese stock market using limit-order book data
Gu, G.-F., (2007)
-
Mu, G.-H., (2009)
-
Self-organizing Ising model of financial markets
Zhou, W.-X., (2007)
- More ...