Title of article
Sharp peaks in the percolation model for stock markets
Author/Authors
D. Stauffer، نويسنده , , N. Jan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
5
From page
215
To page
219
Abstract
The empirically observed asymmetry of sharp peaks and flat troughs in stock market fluctuations is recovered by a feedback mechanism in the Cont–Bouchaud model, changing the trader activity proportionally to the price change.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2000
Journal title
Physica A Statistical Mechanics and its Applications
Record number
866373
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