Crossover in the Cont–Bouchaud percolation model for market fluctuations

Author:

Stauffer D.,Penna T.J.P.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference5 articles.

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3. R. Cont, J.P. Bouchaud, preprint cond-matt/9712318 and p. 71 in Bouchaud and Potters, Ref.[1]; R. Cont, M. Potters, J.P. Bouchaud, Scaling in stock market data: stable laws and beyond, in: Dubrulle, Graner and Sornette (Eds.), Scale Invariance and Beyond, Springer, Berlin, 1997.

4. D. Stauffer, A. Aharony, Introduction to Percolation Theory, Taylor and Francis, London 1994; A. Bunde, S. Havlin, Fractals and Disordered Systems, Springer, Berlin, 1996; M. Sahimi, Applications of Percolation Theory, Taylor and Francis, London, 1994.

5. P.J. Flory, Principles of Polymer Chemistry, Cornell University Press, Ithaca, 1953.; B.H. Zimm, W.H. Stockmayer, J. Chem. Phys. 17 (1949) 1301; S.A. Kauffman, At Home in the Universe, Oxford University Press, New York 1995.

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