Work

A random dynamical system model of a stylized equity market

Year: 2004

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2004.09.036

Authors: S.J. Hatjispyros, A.N. Yannacopoulos

Institution: University of the Aegean

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

OpenAlex ID: W1964565031

FWCI: 1.533

Cites: 13

Cited by: 6

Related to: 10