Financial Brownian particle in the layered order-book fluid and fluctuation-dissipation relations.
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How volatilities nonlocal in time affect the price dynamics in complex financial systemsDetection of statistical asymmetries in non-stationary sign time series: Analysis of foreign exchange data.Currency target-zone modeling: An interplay between physics and economics.Financial Knudsen number: Breakdown of continuous price dynamics and asymmetric buy-and-sell structures confirmed by high-precision order-book information.Liquidity crises on different time scales.Thermostatistics of a damped bimodal particle.
P2860
Financial Brownian particle in the layered order-book fluid and fluctuation-dissipation relations.
description
2014 nî lūn-bûn
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2014年の論文
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name
Financial Brownian particle in ...... tuation-dissipation relations.
@en
Financial Brownian particle in ...... tuation-dissipation relations.
@nl
type
label
Financial Brownian particle in ...... tuation-dissipation relations.
@en
Financial Brownian particle in ...... tuation-dissipation relations.
@nl
prefLabel
Financial Brownian particle in ...... tuation-dissipation relations.
@en
Financial Brownian particle in ...... tuation-dissipation relations.
@nl
P2093
P2860
P1476
Financial Brownian particle in ...... tuation-dissipation relations.
@en
P2093
Didier Sornette
Hideki Takayasu
Misako Takayasu
Yoshihiro Yura
P2860
P304
P356
10.1103/PHYSREVLETT.112.098703
P407
P577
2014-03-07T00:00:00Z