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Frustration driven stock market dynamics : Leverage effect and asymmetry. / Heden Ahlgren, Peter Toke; Jensen, Mogens Høgh; Simonsen, Ingve; Donangelo, Raul; Sneppen, Kim.
I:
Physica A: Statistical Mechanics and its Applications, Bind 383, Nr. 1, 2007, s. 1-4.
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Heden Ahlgren, PT
, Jensen, MH, Simonsen, I, Donangelo, R
& Sneppen, K 2007, '
Frustration driven stock market dynamics: Leverage effect and asymmetry',
Physica A: Statistical Mechanics and its Applications, bind 383, nr. 1, s. 1-4.
https://doi.org/10.1016/j.physa.2007.04.081APA
Heden Ahlgren, P. T.
, Jensen, M. H., Simonsen, I., Donangelo, R.
, & Sneppen, K. (2007).
Frustration driven stock market dynamics: Leverage effect and asymmetry.
Physica A: Statistical Mechanics and its Applications,
383(1), 1-4.
https://doi.org/10.1016/j.physa.2007.04.081Vancouver
Heden Ahlgren PT
, Jensen MH, Simonsen I, Donangelo R
, Sneppen K.
Frustration driven stock market dynamics: Leverage effect and asymmetry.
Physica A: Statistical Mechanics and its Applications. 2007;383(1):1-4.
https://doi.org/10.1016/j.physa.2007.04.081Author
Heden Ahlgren, Peter Toke ; Jensen, Mogens Høgh ; Simonsen, Ingve ; Donangelo, Raul ; Sneppen, Kim. / Frustration driven stock market dynamics : Leverage effect and asymmetry. I: Physica A: Statistical Mechanics and its Applications. 2007 ; Bind 383, Nr. 1. s. 1-4.
Bibtex
@article{0a43b660e22511ddb5fc000ea68e967b,
title = "Frustration driven stock market dynamics: Leverage effect and asymmetry",
abstract = "Stochastic processes; Inverse statistics; Gain-loss asymmetry; Leverage Udgivelsesdato: May 1",
author = "{Heden Ahlgren}, {Peter Toke} and Jensen, {Mogens H{\o}gh} and Ingve Simonsen and Raul Donangelo and Kim Sneppen",
year = "2007",
doi = "10.1016/j.physa.2007.04.081",
language = "English",
volume = "383",
pages = "1--4",
journal = "Physica A: Statistical Mechanics and its Applications",
issn = "0378-4371",
publisher = "Elsevier BV * North-Holland",
number = "1",
}
RIS
TY - JOUR
T1 - Frustration driven stock market dynamics
T2 - Leverage effect and asymmetry
AU - Heden Ahlgren, Peter Toke
AU - Jensen, Mogens Høgh
AU - Simonsen, Ingve
AU - Donangelo, Raul
AU - Sneppen, Kim
PY - 2007
Y1 - 2007
N2 - Stochastic processes; Inverse statistics; Gain-loss asymmetry; Leverage
Udgivelsesdato: May 1
AB - Stochastic processes; Inverse statistics; Gain-loss asymmetry; Leverage
Udgivelsesdato: May 1
U2 - 10.1016/j.physa.2007.04.081
DO - 10.1016/j.physa.2007.04.081
M3 - Journal article
VL - 383
SP - 1
EP - 4
JO - Physica A: Statistical Mechanics and its Applications
JF - Physica A: Statistical Mechanics and its Applications
SN - 0378-4371
IS - 1
ER -
