{"id":"https://openalex.org/W1964565031","doi":"https://doi.org/10.1016/j.physa.2004.09.036","title":"A random dynamical system model of a stylized equity market","display_name":"A random dynamical system model of a stylized equity market","publication_year":2004,"publication_date":"2004-11-09","ids":{"openalex":"https://openalex.org/W1964565031","doi":"https://doi.org/10.1016/j.physa.2004.09.036","mag":"1964565031"},"language":"en","primary_location":{"id":"doi:10.1016/j.physa.2004.09.036","doi":"https://doi.org/10.1016/j.physa.2004.09.036","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.physa.2004.09.036","pdf_url":null,"source":{"id":"https://openalex.org/S24688465","display_name":"Physica A Statistical Mechanics and its Applications","issn_l":"0378-4371","issn":["0378-4371","1873-2119"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-1","ki-jl-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Physica A: Statistical Mechanics and its Applications","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5000903050","display_name":"Spyridon J. Hatjispyros","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I98805295","display_name":"University of the Aegean","ror":"https://ror.org/03zsp3p94","country_code":"GR","type":"education","lineage":["https://openalex.org/I98805295"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"S.J. Hatjispyros","raw_affiliation_strings":["Department of Statistics and Actuarial Science, University of the Aegean, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics and Actuarial Science, University of the Aegean, Greece","institution_ids":["https://openalex.org/I98805295"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020073636","display_name":"Athanasios N. Yannacopoulos","orcid":"https://orcid.org/0000-0001-9489-4268","observed_orcids":["https://orcid.org/0000-0001-9489-4268"]},"institutions":[{"id":"https://openalex.org/I98805295","display_name":"University of the Aegean","ror":"https://ror.org/03zsp3p94","country_code":"GR","type":"education","lineage":["https://openalex.org/I98805295"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"A.N. Yannacopoulos","raw_affiliation_strings":["Department of Statistics and Actuarial Science, University of the Aegean, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics and Actuarial Science, University of the Aegean, Greece","institution_ids":["https://openalex.org/I98805295"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I98805295"],"apc_list":{"value":3550,"currency":"USD","value_usd":3550},"apc_paid":null,"fwci":1.5327,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.87632526,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":93,"max":95},"biblio":{"volume":"347","issue":null,"first_page":"583","last_page":"612"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9599999785423279,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9599999785423279,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.01549999974668026,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.012500000186264515,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/random-dynamical-systems","display_name":"random dynamical systems","score":0.996999979019165},{"id":"https://openalex.org/keywords/price-formation","display_name":"price formation","score":0.7739999890327454},{"id":"https://openalex.org/keywords/stock-price-dynamics","display_name":"stock price dynamics","score":0.9660000205039978},{"id":"https://openalex.org/keywords/fixed-points","display_name":"fixed points","score":0.921999990940094},{"id":"https://openalex.org/keywords/invariant-measures","display_name":"invariant measures","score":0.9980000257492065},{"id":"https://openalex.org/keywords/market-microstructure","display_name":"market microstructure","score":0.4690000116825104}],"concepts":[{"id":"https://openalex.org/C38935604","wikidata":"https://www.wikidata.org/wiki/Q4330363","display_name":"Stylized fact","level":2,"score":0.944851279258728},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.6327394247055054},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.41911476850509644},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4029850959777832},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.38834208250045776},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.35279035568237305},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.33715325593948364},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.18389299511909485},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0752691924571991},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.06663581728935242},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.physa.2004.09.036","doi":"https://doi.org/10.1016/j.physa.2004.09.036","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.physa.2004.09.036","pdf_url":null,"source":{"id":"https://openalex.org/S24688465","display_name":"Physica A Statistical Mechanics and its Applications","issn_l":"0378-4371","issn":["0378-4371","1873-2119"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-b","jufo-1","ki-jl-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Physica A: Statistical Mechanics and its Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:phsmap:v:347:y:2005:i:c:p:583-612","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0378437104012099","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W1543746018","https://openalex.org/W1802196594","https://openalex.org/W1970495888","https://openalex.org/W1981881904","https://openalex.org/W1984608850","https://openalex.org/W2074693497","https://openalex.org/W2159726954","https://openalex.org/W2323266160","https://openalex.org/W2482944896","https://openalex.org/W2587415058","https://openalex.org/W2797062887","https://openalex.org/W4243705210","https://openalex.org/W4292366057"],"related_works":["https://openalex.org/W2040119797","https://openalex.org/W1703789135","https://openalex.org/W2015752497","https://openalex.org/W2011919941","https://openalex.org/W7046702074","https://openalex.org/W2905483632","https://openalex.org/W7095270062","https://openalex.org/W2972964135","https://openalex.org/W140035994","https://openalex.org/W2020212520"],"abstract_inverted_index":null,"counts_by_year":[{"year":2014,"cited_by_count":2}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}