검증 바카라 Behaviors in Econophysical System
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"We investigate the dynamical process of 검증 바카라 behavior and its effect on return volatility in the futures exchange and foreign finacial markets. We find that the probability distribution of returns displays a power law for three types of 검증 바카라ing parameters.
For the 검증 바카라ing parameter h <2.33, namely in case of active information transmission and transaction, the 검증 바카라 behavior is not prevalent and return volatility is low. But for h2.33, the 검증 바카라 behavior appears frequently and the return volatility is high in case of inactive information transmission and transaction.
We can conclude that the bubbles and crashes in financial market are caused by high 검증 바카라ing parameter and the critical value h^{*}=2.33. We also find that, with an increasing time interval, a crossover toward a Gaussian distribution is observed from semilog plot of the distribution of normalized returns.
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