Linear response theory in stock markets
Abstract Linear response theory relates the response of a system to a weak external force with its dynamics in equilibrium, subjected to fluctuations. Here, this framework is applied to financial markets; in particular we study the dynamics of a set of stocks from the NASDAQ during the last 20 years...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | article |
| Language: | EN |
| Published: |
Nature Portfolio
2021
|
| Subjects: | |
| Online Access: | https://doaj.org/article/35bf57bf4d4342cd9be30c20cb3d4ba7 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|