”Direct” causal cascade in the stock market

A. Arnéodo, J.-F. Muzy and D. Sornette

The European Physical Journal B: Condensed Matter and Complex Systems, 1998, vol. 2, issue 2, 277-282

Keywords: PACS. 02.50.-r Probability theory; stochastic processes; and statistics -05.40.+j Fluctuation phenomena; random processes; and Brownian motion -89.90.+n; Other areas of general interest to physicists (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (27)

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DOI: 10.1007/s100510050250

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