𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Financial Markets and Stochastic Growth

✍ Scribed by Leonard J. Mirman; Klaus Reiner Schenk-Hoppé


Book ID
108534680
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
217 KB
Volume
11
Category
Article
ISSN
0965-7576

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Persistence and financial markets
✍ S. Jain 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 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