Asset-asset interactions and clustering in financial markets

DOI10.1016/S0378-4371(01)00304-1zbMath0974.91014arXivcond-mat/0109026MaRDI QIDQ5947888

H. Eduardo Roman, Markus Porto, Gianaurelio Cuniberti

Publication date: 23 October 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0109026

zbMATH Keywords

interaction potentialclassical many-body systemsspatial distribution connectivity

Mathematics Subject Classification ID

Related Items (1)

Structural credit risk modelling with Hawkes jump diffusion processes

Cites Work

• Percolation
• Long-Term Memory in Stock Market Prices
• A test for independence based on the correlation dimension

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