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

Bibliografiske detaljer

Udgivet i:	arXiv.org (Mar 17, 2006), p. n/a
Hovedforfatter:	Kaizoji, Taisei
Udgivet:	Cornell University Library, arXiv.org
Fag:	Deflation Securities markets Stock exchanges Markets Mathematical models Power law Probability distribution functions Computer simulation Stock market indexes
Online adgang:	Citation/Abstract Full text outside of ProQuest
Tags:	Tilføj Tag Ingen Tags, Vær først til at tagge denne postø!