Spin-glass like network model for stock market
Year of publication: |
2002
|
---|---|
Authors: | Maskawa, Jun-ichi |
Published in: |
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]. - New York : Springer, ISBN 4-431-70316-0. - 2002, p. [153]-158
|
Subject: | Statistische Physik | Börsenkurs | Share price | Volatilität | Volatility | Physik | Physics | Theorie | Theory | Korrelation | Correlation |
-
Lux, Thomas, (2006)
-
Lux, Thomas, (2004)
-
Takayasu, Hideki, (2002)
- More ...
-
Stock price process and long memory in trade signs
Kuroda, Koji, (2011)
-
Market-wide price co-movement around crashes in the Tokyo Stock Exchange
Maskawa, Jun-ichi, (2013)
-
Multiplicative random cascades with additional stochastic process in financial markets
Maskawa, Jun-ichi, (2018)
- More ...