This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

What Was the Temperature of the Bagsik Financial Oscillator?

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Edward W. Piotrowski ()
Jan Sladkowski ()

Additional information is available for the following registered author(s):

Abstract

We argue that the recently published by Przystawa and Wolf model of the Bagsik financial oscillator is oversimplified and unrealistic. We propose and analyze a refined explanation of this rare financial phenomenon. We have found an example that results in profitability about 45000 times bigger than that of the Przystawa and Wolf model. (final version published in Physica A 301(2001)441-448)

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://alpha.uwb.edu.pl/ep/RePEc/sla/eakjkl/4.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by University of Bialtystok, Department of Theoretical Physics in its series Departmental Working Papers with number 4.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length:
Date of creation:
Date of revision:
Handle: RePEc:sla:eakjkl:4

Contact details of provider:
Postal: Institute of Physics, Uniwersytecka 4, Pl-40007 Katowice
Phone: (+48)322588431
Fax: (+48)322588431
Web page: http://physics.uwb.edu.pl/ift/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: ().

Related research
Keywords:

This paper has been announced in the following NEP Reports:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. Edward W. Piotrowski & Jan Sladkowski, . "Arbitrage Risk Induced by Transaction Costs," Departmental Working Papers 17, University of Bialtystok, Department of Theoretical Physics. [Downloadable!]
Statistics
Access and download statistics

Did you know? You too can volunteer for RePEc, for example by editing a NEP report.

This page was last updated on 2008-8-14.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.