(Q49243795)

19 February 2018

title

Stochastic cellular automata model for stock market dynamics (English)

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19 February 2018

author

Anthony William Thomas

series ordinal

2

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19 February 2018

author name string

Bartolozzi M

series ordinal

1

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19 February 2018

language of work or name

English

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publication date

27 April 2004

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19 February 2018

published in

Physical Review E

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19 February 2018

volume

69

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19 February 2018

issue

4 Pt 2

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19 February 2018

page(s)

046112

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19 February 2018

The pricing of options and corporate liabilities

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https://api.crossref.org/works/10.1103%2FPHYSREVE.69.046112

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Self-organized criticality: An explanation of the 1/f noise

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Self-organized criticality

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Statistical properties of the volatility of price fluctuations

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Dynamical model and nonextensive statistical mechanics of a market index on large time windows.

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Financial multifractality and its subtleties: an example of DAX

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Possible generalization of Boltzmann-Gibbs statistics

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Scaling behaviour in the dynamics of an economic index

21 January 2018

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21 January 2018

Critical market crashes

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https://api.crossref.org/works/10.1103%2FPHYSREVE.69.046112

21 January 2018

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https://api.crossref.org/works/10.1103%2FPHYSREVE.69.046112

Nonextensive statistics: theoretical, experimental and computational evidences and connections

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Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems

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Volatility clustering and scaling for financial time series due to attractor bubbling

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Scaling of the distribution of fluctuations of financial market indices

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Nonextensive statistical mechanics and economics

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Solar active regions as a percolation phenomenon. II

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Statistical properties of the energy release in emerging and evolving active regions

21 January 2018

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Phase transition in the multifractal spectrum of diffusion-limited aggregation

21 January 2018

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Singularity spectrum of self-organized criticality

21 January 2018

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Fractal measures and their singularities: The characterization of strange sets

21 January 2018

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10.1103/PHYSREVE.69.046112

21 January 2018

Identifiers

DOI

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19 February 2018

0 references

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19 February 2018