Correlations and response: absence of detailed balance on the stock market
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Publication:1873935
DOI10.1016/S0378-4371(02)01914-3zbMath1057.91030OpenAlexW2000083338MaRDI QIDQ1873935
L. Kullmann, Kimmo Kaski, R. Karádi, A. G. Zawadowski, János Kertész
Publication date: 21 May 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01914-3
fluctuation dissipation theoremthermal equilibrium microscopic reversibilitytime dependent cross correlation functions
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