Non-Poisson intermittent events in price formation in a Ising spin model of market

Article

Abstract: The formation of price in a financial market is modelled as a chain of Ising spin with three fundame

Palabras claves:

Econophysics, stock market, Volatility, Waiting times

Autores:

Carbone V., Greco A., Luca Sorriso-Valvo

Fuentes:

scopus