Title of article :
Time-reversal asymmetry in Cont–Bouchaud stock market model
Author/Authors :
Iksoo Chang، نويسنده , , Dietrich Stauffer، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
The percolation model of stock market speculation allows an asymmetry (in the return distribution) leading to fast downward crashes and slow upward recovery. We see more small upturns and more intermediate downturns
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications