Excess Demand Financial Market Model

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dc.creatorMichael, Fredrick
dc.creatorEvans, John
dc.creatorJohnson, M. D.
dc.date2002-07-16
dc.date.accessioned2026-07-07T12:06:42Z
dc.date.available2026-07-07T12:06:42Z
dc.descriptionRecently we reported on an application of the Tsallis non-extensive statistics to the S&P500 stock index. There we argued that the statistics are applicable to a broad range of markets and exchanges where anamolous (super) diffusion and 'heavy' tails of the distribution are present, as they are in the S&P500. We have characterized the statistics of the underlying security as non-extensive, and now we seek to generalize to the non-extensive statistics the excess demand models of investors that drive the price formation in a market.
dc.identifierhttps://arxiv.org/abs/cond-mat/0207376
dc.identifierhttp://arxiv.org/abs/cond-mat/0207376
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208730
dc.subjectStatistical Mechanics
dc.subjectTrading and Market Microstructure
dc.titleExcess Demand Financial Market Model
dc.typetext

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