Two phase behaviour and the distribution of volume

DOI10.1080/14697680500406093zbMath1134.91554OpenAlexW1984939747MaRDI QIDQ3375395

Vasiliki Plerou, Parameswaran Gopikrishnan, H. Eugene Stanley

Publication date: 8 March 2006

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680500406093

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Basic methods in fluid mechanics (76M99)

Related Items (3)

Dynamic bifurcations on financial markets ⋮ Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis ⋮ Statistical physics and economic fluctuations: do outliers exist?

Cites Work

• Statistical properties of demand fluctuation in the financial market

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