Roles of capital flow on the stability of a market system-Reference-Cited by-同舟云学术

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Roles of capital flow on the stability of a market system

Published:2015-10 Issue: Volume:436 Page:14-24
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Li Jiang-Cheng,Tang Nian-Sheng^ORCID,Mei Dong-Cheng,Xu Deng-Ke

Funder

National Science Fund for Distinguished Young Scholars of China

National Natural Science Foundation of China

program of IRTSTYN in Yunnan province

Science Foundation of Yunnan University

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference45 articles.

1. The Economy as an Evolving Complex System II;Anderson,1997

2. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2000

3. Options, Futures, Other Derivatives;Hull,1997

4. Derivatives;Wilmott,1998

5. Theory of Financial Risks;Bouchaud,2000

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo Stock Exchange;Physica A: Statistical Mechanics and its Applications;2018-06

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