Title of article
Crossover in the Cont–Bouchaud percolation model for market fluctuations
Author/Authors
D. Stauffer، نويسنده , , T. J. P. Penna، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
7
From page
284
To page
290
Abstract
Monte Carlo simulations of the Cont–Bouchaud herding model for stock market traders show power-law distributions for short times and exponential truncation for longer time intervals, if they are made at the percolation threshold in two to seven dimensions
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
1998
Journal title
Physica A Statistical Mechanics and its Applications
Record number
865421
Link To Document