2 papers
cond-mat2000
On a universal mechanism for long ranged volatility correlations
Jean-Philippe Bouchaud, Irene Giardina, Marc Mezard
We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice…
cond-mat2000
Population dynamics in a random environment
Irene Giardina, Jean-Philippe Bouchaud, Marc Mezard
We investigate the competition between barrier slowing down and proliferation induced superdiffusion in a model of population dynamics in a random force field. Numerical results in…