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Microscopic spin model for the stock market with attractor bubbling on scale-free networks

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Author Info
Andrzej Krawiecki ()
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File URL: http://hdl.handle.net/10.1007/s11403-009-0055-9
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Publisher Info
Article provided by Springer in its journal Journal of Economic Interaction and Coordination.

Volume (Year): 4 (2009)
Issue (Month): 2 (November)
Pages: 213-220
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Handle: RePEc:spr:jeicoo:v:4:y:2009:i:2:p:213-220

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Web page: http://www.springer.com/economics/economic+theory/journal/11403

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Related research
Keywords: Econophysics; Multi-agent models of financial markets; Complex networks; 89.65.Gh; 89.75.Hc; 05.45.-a;

References listed on IDEAS
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  1. Parameswaran Gopikrishnan & Vasiliki Plerou & Luis A. Nunes Amaral & Martin Meyer & H. Eugene Stanley, 1999. "Scaling of the distribution of fluctuations of financial market indices," Quantitative Finance Papers cond-mat/9905305, arXiv.org. [Downloadable!]
  2. Yanhui Liu & Parameswaran Gopikrishnan & Pierre Cizeau & Martin Meyer & Chung-Kang Peng & H. Eugene Stanley, 1999. "The statistical properties of the volatility of price fluctuations," Quantitative Finance Papers cond-mat/9903369, arXiv.org, revised Mar 1999. [Downloadable!]
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This page was last updated on 2009-12-4.

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