The domino effect for markets
Statistical Mechanics
2009-11-07 v1 Trading and Market Microstructure
Abstract
A generalization of the Cont-Bouchaud market model to three markets agrees with the correlations netween New York, Tokyo, and Frankfurt observed by Vandewalle et al.
Cite
@article{arxiv.cond-mat/0110480,
title = {The domino effect for markets},
author = {Christian Schulze},
journal= {arXiv preprint arXiv:cond-mat/0110480},
year = {2009}
}
Comments
3 pages including 1 figure for Int. J. Mod. Phys. C 13, No. 2