Stock exchange: A statistical model
Review articleOpen access
C. Tsallis - No affiliation found
1995/01/01 Full-length article DOI: 10.1016/0960-0779(95)80063-M
Journal: Chaos, Solitons & Fractals
AbstractIn the spirit of microfoundations of macroeconomic theory, we introduce a coupled map lattice model to describe time evolution of relevant quantities associated with stock exchange. In particular, computer simulations exhibit the stabilizing effect, on stock exchange, of dispersion of the external parameters which control the coupled map.
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