Time intervals distribution of stock transactions and time correlation of stock indices in the model space

The formerly introduced model (Physica A 265 (1999) 264; Physica A 287 (2000) 450) of stock market where bodies in the virtual space represent companies and enterprises is used for calculation of time transaction intervals as well as the time correlation of stock indices.

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Year of publication:	2001
Authors:	Romanovsky, M. ; Oks, E.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 299.2001, 1, p. 168-174
Publisher:	Elsevier
Subject:	Correlation \| Transaction time interval \| Econophysics

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010589570