Jiang, J.; Li, W.; Cai, X. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 2, pp. 528-536
We investigate the cluster behavior of financial markets within the framework of a model based on a scale-free network … financial markets’ energy, is rather robust. Furthermore, the time series of the liquidity parameter have the characteristics of … 1/f noise, which may indicate the fractal geometry of financial markets. …