”Direct” causal cascade in the stock market

• 1 May 1998
• journal article
• research article
• Published by Springer Nature in Zeitschrift für Physik B Condensed Matter
• Vol. 2  (2) , 277-282
• https://doi.org/10.1007/s100510050250

Abstract

Keywords

• HEDGE FUNDS
• NORMAL DISTRIBUTION
• AUTOREGRESSIVE MODEL
• CORRELATION FUNCTION
• INFORMATION CASCADES
• FAT TAIL
• PROBABILITY DISTRIBUTION FUNCTION

All Related Versions

• Version 1, 1997-08-02, ArXiv