Structural model for fluctuations in financial markets
Author:
Funder
Engineering and Physical Sciences Research Council
Publisher
American Physical Society (APS)
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.97.052312/fulltext
Reference58 articles.
1. The Asian Financial Crisis: Origins, Implications, and Solutions
2. The Variation of Certain Speculative Prices
3. The Behavior of Stock-Market Prices
4. Scaling of the distribution of fluctuations of financial market indices
5. Scaling of the distribution of price fluctuations of individual companies
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