Search Results - subject:"Temporal fluctuations"

Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents

Schütz, Gunter M.; Almeida Prado, Fernando Pigeard de; … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 19, pp. 4126-4144

We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and individually heterogeneous fundamentalist trading decisions...

Persistent link: https://www.econbiz.de/10011063781

The Evolution of Market Integration in Russia

Berkowitz, Daniel; DeJong, David N. - William Davidson Institute, University of Michigan - 2000

disconnectedness in 1995 through 1997, which seems to have subsided by mid-1998. These temporal fluctuations exhibit strong statistical … within Russia. Monthly time-series data on regional commodity prices spanning 1994 through 1999 indicate substantial temporal … fluctuations in integration over this period: an initial period of widespread integration gradually gave way to a period of …

Persistent link: https://www.econbiz.de/10005677657

Time-clustering of natural hazards

Telesca, Luciano - In: Natural Hazards 40 (2007) 3, pp. 593-601

Natural hazards can be represented as point processes that are characterized by the occurrence times of the events and their intensities. It is crucial to investigate the correlation properties of these processes in order to gain a deep knowledge of the dynamical mechanisms which underlie...

Persistent link: https://www.econbiz.de/10010846578