๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Financial market crisis and financial market channel

โœ Scribed by Bernd Braasch

Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
174 KB
Volume
45
Category
Article
ISSN
0020-5346

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Persistence and financial markets
Persistence and financial markets
โœ S. Jain ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 176 KB

The persistence phenomenon is studied in a financial context by using a novel mapping of the time evolution of the values of shares in a portfolio onto Ising spins. The method is applied to historical data from the London Financial Times Stock Exchange 100 index (FTSE 100) over an arbitrarily chosen