FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS

DOI10.1142/S0219525910002797zbMath1201.91153OpenAlexW2160151665MaRDI QIDQ3063617

Jiguang Shao, Jun Wang, Junhuan Zhang

Publication date: 15 December 2010

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219525910002797

zbMATH Keywords

returnstock priceprobability density functionstatistical physicsfinite range contact processreturn intervals

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Statistical methods; economic indices and measures (91B82)

Related Items (5)

Nonlinear scaling analysis approach of agent-based Potts financial dynamical model ⋮ Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems ⋮ Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system ⋮ Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System ⋮ Nonlinear analysis of return time series model by oriented percolation dynamic system

Cites Work

• The Pricing of Options and Corporate Liabilities
• Waiting-times and returns in high-frequency financial data: An empirical study
• MICROSCOPIC SPIN MODEL FOR THE STOCK MARKET WITH ATTRACTOR BUBBLING AND HETEROGENEOUS AGENTS
• Ising-correlated clusters in the Cont-Bouchaud stock market model
• Unnamed Item
• Unnamed Item

This page was built for publication: FINITE-RANGE CONTACT PROCESS ON THE MARKET RETURN INTERVALS DISTRIBUTIONS