Title of article
Time-reversal asymmetry in Cont–Bouchaud stock market model
Author/Authors
Iksoo Chang، نويسنده , , Dietrich Stauffer، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
4
From page
547
To page
550
Abstract
The percolation model of stock market speculation allows an asymmetry (in the return distribution) leading to fast downward crashes and slow upward recovery. We see more small upturns and more intermediate downturns
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2001
Journal title
Physica A Statistical Mechanics and its Applications
Record number
867371
Link To Document