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Econophysics: Scaling and its breakdown in finance

✍ Scribed by Rosario N. Mantegna; H. Eugene Stanley


Book ID
110678453
Publisher
Springer
Year
1997
Tongue
English
Weight
579 KB
Volume
89
Category
Article
ISSN
0022-4715

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Scaling, correlations, and cascades in f
✍ Joseph L. McCauley πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 137 KB

The question of information cascades in ΓΏnance appears in the literature. We use the dynamics of Kolmogorov's 1962 (K62) turbulence model, an example of multia ne scaling, to illustrate how evidence for di usion from large to small length scales, or correspondingly an information cascade from large