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- W2021505191 abstract "The recently discovered two-phase phenomenon in financial markets [Nature421 (2003) 130] is examined with the German financial index DAX. Based on a realistic assumption, we introduce a dynamic feedback interaction to the Eguiluz–Zimmermann model [Phys. Rev. Lett.85 (2000) 5659]. Such an interaction generates a time correlation of volatility, and correctly produces the two-phase phenomenon." @default.
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- W2021505191 date "2004-07-30" @default.
- W2021505191 modified "2023-10-16" @default.
- W2021505191 title "TWO-PHASE PHENOMENON IN FINANCIAL MARKETS" @default.
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- W2021505191 doi "https://doi.org/10.1142/s0217979204025555" @default.
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