Open AccessDynamical Mechanisms of the Continuous-Time Random Walk, Multifractals, Herd Behaviors, and Minority Games in Financial Markets
Author(s) -
Kyungsik Kyungsik,
Seong-Min Seong-Min,
Soo Keong Yong,
Dong-In Dong-In,
Enrico Enrico
Publication year - 2007
Publication title -
journal of the korean physical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.215
H-Index - 48
eISSN - 1976-8524
pISSN - 0374-4884
DOI - 10.3938/jkps.50.182
Subject(s) - random walk , herd behavior , continuous time random walk , financial market , statistical physics , economics , econometrics , mathematics , herding , statistics , finance , physics , geography , forestry
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom