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The volatility in a multi-share financial market model

✍ Scribed by Ponzi, A.

Book ID
113055859
Publisher
Springer
Year
2001
Tongue
English
Weight
131 KB
Volume
20
Category
Article
ISSN
1434-6036

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✍ SΓ­lvio M. Duarte QueirΓ³s; E.M.F. Curado; F.D. Nobre πŸ“‚ Article πŸ“… 2007 πŸ› Elsevier Science 🌐 English βš– 627 KB

Microscopic models, which resemble random magnetic systems, have been used recently in the literature for the description of financial markets. In the present work, a model with many interacting agents, similar to an Ising random magnet with infinite-range interactions, is investigated. The introduc