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
Pages
-602
From page
603
To page
0
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
Serial Year
2000
Journal title
EUROPEAN PHYSICAL JOURNAL B
Record number
6719
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