A model of international financial crises

DOI10.1016/S0378-4371(01)00307-7zbMath0974.91041MaRDI QIDQ5947891

Taisei Kaizoji

Publication date: 23 October 2001

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

zbMATH Keywords

statistical mechanicsdecision behaviormutual influence

Mathematics Subject Classification ID

Equilibrium statistical mechanics (82B99) Statistical methods; economic indices and measures (91B82)

Related Items (2)

DETECTING FRACTAL/MULTIFRACTAL AND ASYMMETRIC PROPERTIES IN AN ARTIFICIAL QUOTE-DRIVEN FINANCIAL MARKET ⋮ Stochastic resonance as a model for financial market crashes and bubbles

Cites Work

• ARCH modeling in finance. A review of the theory and empirical evidence
• Time variation of second moments from a noise trader/infection model
• Concepts and models of a quantitative sociology. The dynamics of interacting populations
• EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL

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