PERSISTENCE PROBABILITY IN FINANCIAL DYNAMICS

DOI10.1142/S0217984902004494zbMath1076.91533MaRDI QIDQ5700043

Bo Zheng

Publication date: 27 October 2005

Published in: Modern Physics Letters B (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (2)

Generalized persistence probability in a dynamic economic index ⋮ Local persistence in the directed percolation universality class

Cites Work

• DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
• MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• Similarities and differences between physics and economics
• Microscopic models for long ranged volatility correlations

This page was built for publication: PERSISTENCE PROBABILITY IN FINANCIAL DYNAMICS