Non-Poisson intermittent events in price formation in a Ising spin model of market

Authors: Greco, A; Carbone, V; Sorriso-Valvo, L
Years: 2007
Source Title: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Doi: 10.1016/j.physa.2006.10.047
Venue: LiCryL @ Rende (CS)