Work

Modeling stock price dynamics by continuum percolation system and relevant complex systems analysis

Year: 2012

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2012.05.024

Authors: Di Xiao, Jun Wang

Institution: Beijing Jiaotong University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: 应用随机交互作用系统研究证券市场价格波动的统计规律性质, 非Black-Scholes 模型环境下的未定权益的定价和套期保值研究

OpenAlex ID: W2074737245

FWCI: 16.65

Cites: 41

Cited by: 48

Related to: 10