On the probability distribution of stock returns in the Mike-Farmer model

G.-F. Gu and Wei-Xing Zhou

The European Physical Journal B: Condensed Matter and Complex Systems, 2009, vol. 67, issue 4, 585-592

Keywords: 89.65.Gh Economics; econophysics, financial markets, business and management, 89.75.Da Systems obeying scaling laws, 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion, (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (6)

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DOI: 10.1140/epjb/e2009-00052-4

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