Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dupoyet, B. & Fiebig, H.R. & Musgrove, D.P., 2011. "Replicating financial market dynamics with a simple self-organized critical lattice model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(18), pages 3120-3135.
- Simone Farinelli, 2014. "Credit Risk in a Geometric Arbitrage Perspective," Papers 1406.6805, arXiv.org, revised Jul 2015.
- Dupoyet, B. & Fiebig, H.R. & Musgrove, D.P., 2012. "Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4350-4363.
- Fiebig, H.R. & Musgrove, D.P., 2015. "Testing for detailed balance in a financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 427(C), pages 26-33.
- Rudolf Fiebig & David Musgrove, 2014. "Testing for Detailed Balance in a Financial Market," Papers 1403.3584, arXiv.org.
More about this item
KeywordsEconophysics; Financial markets; Statistical field theory; Gauge invariance;
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