Title of article :
Symmetry alteration of ensemble return distribution in crash and rally days of financial markets
Author/Authors :
Lillo، F. نويسنده , , Mantegna، R.N. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
An interpretation of the formation of halo in accelerators based on quantum-like theory by a diffraction model is given in terms of the transversal beam motion. Physical implications of the longitudinal dynamics are also examined.
Keywords :
Brownian motion , Fluctuation phenomena , interest to physicists , Other topics of general , random processes , noise
Journal title :
EUROPEAN PHYSICAL JOURNAL B
Journal title :
EUROPEAN PHYSICAL JOURNAL B