The emergence of temporal correlations in a study of global economic interdependence

DOI10.1088/1469-7688/3/4/306zbMath1405.91387OpenAlexW2025104378MaRDI QIDQ4647272

Simon Johnson, Eric J. Friedman, Adam S. Landsberg

Publication date: 14 January 2019

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

Full work available at URL: https://doi.org/10.1088/1469-7688/3/4/306

zbMATH Keywords

automaton modelstatistical correlationsglobal economic interdependence

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Trade models (91B60) Cellular automata (computational aspects) (68Q80)

Cites Work

• Bank Runs, Deposit Insurance, and Liquidity
• Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics
• Self-organized critical state of sandpile automaton models
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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