Physics NotePublished
A Statistical Model for Stock Exchange: Time Evolution and Stability
C. Tsallis; A. M. Souza; E. M. F. Curado
1993
Publication details
- Authors
- C. Tsallis; A. M. Souza; E. M. F. Curado
- Type
- Physics Note
- Status
- Published
- Publication date
- 1993
- Description
- In the spirit of microfoundations of macroeconomic theory, we introduce a coupled map lattice model to describe time evolution of relevant quantities associated with stock exchange. In particular, computer simulations exhibit the stabilizing effect, on stock exchange, of dispersion of the external parameters which control the coupled map.
- Year
- 1993
- Number
- CBPF-NF-005/93
- Linked to a thesis
- No
- Linked to a grant
- No