Dupoyet, B.; Fiebig, H.R.; Musgrove, D.P. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 18, pp. 3120-3135
We explore a simple lattice field model intended to describe statistical properties of high-frequency financial markets. The model is relevant in the cross-disciplinary area of econophysics. Its signature feature is the emergence of a self-organized critical state. This implies scale invariance...