Time intervals distribution of stock transactions and time correlation of stock indices in the model space

M. Romanovsky and E. Oks

Physica A: Statistical Mechanics and its Applications, 2001, vol. 299, issue 1, 168-174

Abstract: The formerly introduced model (Physica A 265 (1999) 264; Physica A 287 (2000) 450) of stock market where bodies in the virtual space represent companies and enterprises is used for calculation of time transaction intervals as well as the time correlation of stock indices.

Keywords: Correlation; Transaction time interval; Econophysics (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:299:y:2001:i:1:p:168-174

DOI: 10.1016/S0378-4371(01)00292-8

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