most citedEmergence of universal scaling in financial markets from mean-field dynamics

35 citations · 35 across the 1 of their papers we have counts for

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1 paper

q-fin.ST2010★ 35 cited

Emergence of universal scaling in financial markets from mean-field dynamics

S. V. Vikram, Sitabhra Sinha

Collective phenomena with universal properties have been observed in many complex systems with a large number of components. Here we present a microscopic model of the emergence of…