| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481342 | Physica A: Statistical Mechanics and its Applications | 2012 | 12 Pages |
Abstract
⺠We model a financial price model by continuum percolation system. ⺠We investigate and compare the statistical behaviors of returns for SSE and the financial model. ⺠We study and analyze the statistical behaviors of normalized returns by chaotic behavior analysis and Zipf analysis.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Di Xiao, Jun Wang,