Self-organized criticality in a herd behavior model of financial markets
Year of publication: |
2008
|
---|---|
Authors: | Nirei, Makoto |
Published in: |
Journal of Economic Interaction and Coordination. - Springer, ISSN 1860-711X. - Vol. 3.2008, 1, p. 89-97
|
Publisher: |
Springer |
Subject: | Power law | Trading volume | Stock return | Herd behavior | Self-organized criticality |
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