Modeling stock price dynamics by continuum percolation system and relevant complex systems analysis
Year of publication: |
2012
|
---|---|
Authors: | Xiao, Di ; Wang, Jun |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 20, p. 4827-4838
|
Publisher: |
Elsevier |
Subject: | Stock price model | Continuum percolation | Statistical analysis | Tail distribution | Lyapunov exponent | Zipf analysis | Computer simulation |
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