[1] |
Mantegna R N, Stanley H E. Scaling behavior in the dynamics of an economic index[J]. Nature, 1995, 376: 46-49.
|
[2] |
Galluccio S, Caldarelli G, Marsili M, et al. Scaling in currency exchange[J]. Physica A, 1997, 245: 423-436.
|
[3] |
Gopikrishnan P, Plerou V, Nunes Amaral L A, et al. Scaling of the distribution of fluctuations of financial market indices[J]. Physics Review E, 1999, 60(5): 5 305-5 316.
|
[4] |
Liu Y, Gopikrishnan P, Cizeau P, et al. Statistical properties of the volatility of price fluctuations[J]. Physics Review E, 1999, 60(2): 1 390-1 400.
|
[5] |
Wang B H, Hui P M. The distribution and scaling of fluctuations for Hang Seng index in Hong Kong stock market [J]. European Physics Journal B, 2001, 20: 573-579.
|
[6] |
Cont R, Bouchaud J P. Herd behavior and aggregate fluctuations in financial markets[J]. Macroeconomic Dynamics, 2000, 4(2):170-196.
|
[7] |
Lux T, Marchesi M. Scaling and criticality in a stochastic multi-agent model of a financial market[J]. Nature, 1999, 397(11): 498-500.
|
[8] |
LeBaron B. Evolution and time horizons in an agent-based stock market[J]. Macroeconomic Dynamics, 2001, 5(2): 225-254.
|
[9] |
Wang J, Yang C X, Zhou P L, et al. Evolutionary percolation model of stock market with variable agent number[J]. Physica A, 2005, 354: 505-517.
|
[10] |
Kahneman D, Tversky A. Prospect theory: An analysis of decision under risk[J]. Econometrica, 1979, 47(2): 263-291.
|
[11] |
杨春霞, 王杰, 周涛, 等. 基于自组织逾渗的金融市场模型[J]. 科学通报, 2005, 50(20): 2 309-2 313.
|
[12] |
ZHOU Yan-bo, CAI Shi-min, ZHOU Pei-ling. Scale-free properties of financial markets[J]. Journal of University of Science and Technology of China, 2009, 39(8): 880-884.周艳波, 蔡世民, 周佩玲. 金融市场的无标度特征研究[J]. 中国科学技术大学学报, 2009, 39(8): 880-884.
|
[13] |
Cai S M, Zhou Y B, Zhou T, et al. Hierarchical organization and disassortative mixing of correlation-based weighted financial networks[J]. International Journal of Modern Physics C, 2010, 21(3): 433-441.
|
[14] |
Barabsi A L, Albert R. Emergence of scaling in random networks[J]. Science, 1999, 286(5439): 509-512.
|
[15] |
Cavalcante F S A, Morira A A, Costa U M S, et al. Self-organized percolation growth in regular and disordered lattices[J]. Physica A, 2002, 311(3-4): 313-319.
|
[16] |
Dorogovtsev S N, Mendes J F F, Samukhin A N. Structure of growing networks with preferential linking[J]. Physical Review Letters, 2000, 85(21): 4 633-4 636.
|
[1] |
Mantegna R N, Stanley H E. Scaling behavior in the dynamics of an economic index[J]. Nature, 1995, 376: 46-49.
|
[2] |
Galluccio S, Caldarelli G, Marsili M, et al. Scaling in currency exchange[J]. Physica A, 1997, 245: 423-436.
|
[3] |
Gopikrishnan P, Plerou V, Nunes Amaral L A, et al. Scaling of the distribution of fluctuations of financial market indices[J]. Physics Review E, 1999, 60(5): 5 305-5 316.
|
[4] |
Liu Y, Gopikrishnan P, Cizeau P, et al. Statistical properties of the volatility of price fluctuations[J]. Physics Review E, 1999, 60(2): 1 390-1 400.
|
[5] |
Wang B H, Hui P M. The distribution and scaling of fluctuations for Hang Seng index in Hong Kong stock market [J]. European Physics Journal B, 2001, 20: 573-579.
|
[6] |
Cont R, Bouchaud J P. Herd behavior and aggregate fluctuations in financial markets[J]. Macroeconomic Dynamics, 2000, 4(2):170-196.
|
[7] |
Lux T, Marchesi M. Scaling and criticality in a stochastic multi-agent model of a financial market[J]. Nature, 1999, 397(11): 498-500.
|
[8] |
LeBaron B. Evolution and time horizons in an agent-based stock market[J]. Macroeconomic Dynamics, 2001, 5(2): 225-254.
|
[9] |
Wang J, Yang C X, Zhou P L, et al. Evolutionary percolation model of stock market with variable agent number[J]. Physica A, 2005, 354: 505-517.
|
[10] |
Kahneman D, Tversky A. Prospect theory: An analysis of decision under risk[J]. Econometrica, 1979, 47(2): 263-291.
|
[11] |
杨春霞, 王杰, 周涛, 等. 基于自组织逾渗的金融市场模型[J]. 科学通报, 2005, 50(20): 2 309-2 313.
|
[12] |
ZHOU Yan-bo, CAI Shi-min, ZHOU Pei-ling. Scale-free properties of financial markets[J]. Journal of University of Science and Technology of China, 2009, 39(8): 880-884.周艳波, 蔡世民, 周佩玲. 金融市场的无标度特征研究[J]. 中国科学技术大学学报, 2009, 39(8): 880-884.
|
[13] |
Cai S M, Zhou Y B, Zhou T, et al. Hierarchical organization and disassortative mixing of correlation-based weighted financial networks[J]. International Journal of Modern Physics C, 2010, 21(3): 433-441.
|
[14] |
Barabsi A L, Albert R. Emergence of scaling in random networks[J]. Science, 1999, 286(5439): 509-512.
|
[15] |
Cavalcante F S A, Morira A A, Costa U M S, et al. Self-organized percolation growth in regular and disordered lattices[J]. Physica A, 2002, 311(3-4): 313-319.
|
[16] |
Dorogovtsev S N, Mendes J F F, Samukhin A N. Structure of growing networks with preferential linking[J]. Physical Review Letters, 2000, 85(21): 4 633-4 636.
|