Volatility driven market in a generalized Lotka–Voltera formalism
Year of publication: |
2001
|
---|---|
Authors: | Louzoun, Yoram ; Solomon, Sorin |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 302.2001, 1, p. 220-233
|
Publisher: |
Elsevier |
Subject: | Volatility auto-correlations | Power laws | Econophysics | Lotka–Volterra | Stochastic logistic | Behavioral finance |
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