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Switching phenomena in a system with no switches

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Publication:963294
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DOI10.1007/s10955-009-9914-yzbMath1187.82092OpenAlexW2121884746WikidataQ57216807 ScholiaQ57216807MaRDI QIDQ963294

H. Eugene Stanley, Tobias Preis

Publication date: 19 April 2010

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-009-9914-y


zbMATH Keywords

econophysics


Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26)


Related Items

Transition probability, dynamic regimes, and the critical point of financial crisis ⋮ Kinetic model of the buyers' market ⋮ Switching processes in financial markets ⋮ Dynamic bifurcations on financial markets ⋮ Multi-GPU accelerated multi-spin Monte Carlo simulations of the 2D Ising model ⋮ Variable diffusion in stock market fluctuations



Cites Work

  • From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
  • A note on intraday option pricing
  • Semiparametric diffusion estimation and application to a stock market index
  • HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
  • Introduction to Econophysics
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