Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents

Detalles Bibliográficos

Publicado en:	arXiv.org (Mar 17, 2006), p. n/a
Autor principal:	Kaizoji, Taisei
Publicado:	Cornell University Library, arXiv.org
Materias:	Deflation Securities markets Stock exchanges Markets Mathematical models Power law Probability distribution functions Computer simulation Stock market indexes
Acceso en línea:	Citation/Abstract Full text outside of ProQuest
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