| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481852 | Physica A: Statistical Mechanics and its Applications | 2012 | 13 Pages |
Abstract
⺠We depict a detailed process of information transmission in the model. ⺠Our model reproduces the peak and fat-tail property and volatility clustering. ⺠Under different initial conditions and parameters, we obtain the stylized facts. ⺠Relevant statistic values accord with the real.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Yang ChunXia, Hu Sen, Xia BingYing,