| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10482332 | Physica A: Statistical Mechanics and its Applications | 2005 | 8 Pages |
Abstract
This paper presents a new interacting particle system and uses it as a spin model for financial market microstructure. The asymptotic analysis of this stochastic process exhibits a lower bound to the contemporaneous measurement of price and trading volume under the invariant measure in the frozen phase of the supercritical regime.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Ted Theodosopoulos,