Terra Cognita

Market Fluctuations: multiplicative and percolation models, size effects and predictions

Licence unknown link only — licence forbids redistribution arxiv

D. Sornette (CNRS, Univ. Nice, UCLA), D. Stauffer (Cologne University), H. Takayasu (Sony CSL)

arXiv preprint (cond-mat.stat-mech, q-fin.ST).

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