Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws-Reference-Cited by-同舟云学术

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Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws

Published:2010-09-27 Issue:3 Volume:82 Page:
ISSN:1539-3755
Container-title:Physical Review E
language:en
Short-container-title:Phys. Rev. E

Author:

Petersen Alexander M.,Wang Fengzhong,Havlin Shlomo,Stanley H. Eugene

Publisher

American Physical Society (APS)

Subject

Industrial and Manufacturing Engineering,Metals and Alloys,Strategy and Management,Mechanical Engineering

Link

http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.82.036114/fulltext

Reference61 articles.

1. The Behavior of Stock-Market Prices

2. A long memory property of stock market returns and a new model

3. The Variation of Certain Speculative Prices

4. Introduction to Econophysics

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