作者: A. Ponzi, Y. Aizawa,
期刊: AIP Conference Proceedings (AIP Available online 1900) 卷期: Volume 519, issue 1
页码: 685-691
ISSN:0094-243X
年代: 1900
DOI:10.1063/1.1291643
出版商: AIP
数据来源: AIP
摘要:
We present our competing shares financial market model and describe it’s behavior by numerical simulation. We show that in the critical region the distribution avalanches of the market value as defined in this model has a power-law distribution with exponent around 2.3. In this region the price returns distribution is truncated Levy stable. ©2000 American Institute of Physics.
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