๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Econophysics: Two-phase behaviour of financial markets

โœ Scribed by Plerou, Vasiliki; Gopikrishnan, Parameswaran; Stanley, H. Eugene

Book ID
109804692
Publisher
Nature Publishing Group
Year
2003
Tongue
English
Weight
79 KB
Volume
421
Category
Article
ISSN
0028-0836

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Dynamical mechanism of two-phase phenome
Dynamical mechanism of two-phase phenomena in financial markets
โœ Gyuchang Lim; Soo Yong Kim; Kyungsik Kim; Dong-In Lee; Sang-Bum Park ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 357 KB

Two-phase behavior of the Korean treasury bond (KTB) futures in the Korean exchange market is investigated in this study. To show that the two-phase phenomena are due to heavy-tailed behavior of distribution of price returns, actual data from the KTB futures market with shuffled data and a generated