Transition in the waiting-time distribution of price-change events in a global socioeconomic system
Year of publication: |
2013
|
---|---|
Authors: | Zhao, Guannan ; McDonald, Mark ; Fenn, Dan ; Williams, Stacy ; Johnson, Nicholas ; Johnson, Neil F. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 24, p. 6458-6469
|
Publisher: |
Elsevier |
Subject: | Waiting-time distribution | Foreign exchange market | Lognormal distribution | Power-law distribution | Agent based model |
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