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Crossover in the Cont–Bouchaud percolation model for market fluctuations · Study

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Crossover in the Cont–Bouchaud percolation model for market fluctuations

Dietrich Stauffer, T. J. P. Penna

1998-07-01articlePhysica A Statistical Mechanics and its Applications146 citationsclosed

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Complex Systems and Time Series Analysis Theoretical and Computational Physics Statistical Mechanics and Entropy

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Stored only when both papers are in the corpus — 146 citations exist upstream.

References

2012The Econometrics of Financial Markets

Cited by

2000Scaling and correlation in financial time series

2012Volatility clustering and long memory of financial time series and financial price model

2002Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins

Details

Year1998

Typearticle

VenuePhysica A Statistical Mechanics and its Applications

Languageen

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Identifiers

doi10.1016/s0378-4371(98)00223-4

openalex_workW590239201

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