References
- Chen , M. F. 1992 . From Markov Chains to Non-Equilibrium Particle Systems , Singapore : World Scientific .
- Durrett , R. 1984 . Oriented percolation in two dimensions . Ann. Probab. , 12 : 999 – 1040 .
- Durrett , R. 1998 . Lecture Notes on Particle Systems and Percolation , Pacific Grove , California : Wadsworth & Brooks .
- Ellis , R. S. 1985 . Entropy, Large Deviations and Statistical Mechanics , New York : Springer-Verlag .
- Gaylord , R. and Wellin , P. 1995 . Computer simulations with Mathematica: Explorations in the Physical, Biological and Social Science , New York : Springer-Verlag .
- Grau-Carles , P. 2001 . Long-range power-law correlations in stock returns . Physica A , 299 : 521 – 527 .
- Grimmet , G. 1999 . Percolation , Berlin : Springer-Verlag .
- Ilinski , K. 2001 . Physics of Finance: Gauge Modeling in Non-equilibrium Pricing , New York : John Wiley .
- Lamberton , D. and Lapeyre , B. 2000 . Introduction to Stochastic Calculus Applied to Finance , London : Chapman and Hall/CRC .
- Li , Q. D. and Wang , J. 2006 . Statistical properties of waiting times and returns in Chinese stock markets . WSEAS Trans. Bus. Econ. , 3 : 758 – 765 .
- Liao , Z. and Wang , J. 2010 . Forecasting model of global stock index by stochastic time effective neural network . Expert Syst. Appl. , 37 : 834 – 841 .
- Liggett , T. M. 1985 . Interacting Particle Systems , New York : Springer-Verlag .
- Liggett , T. M. 1999 . Stochastic Interacting Systems: Contact, Voter and Exclusion Processes , New York : Springer-Verlag .
- Mills , T. C. 1999 . The Econometric Modeling of Financial Time Series , 2 , Cambridge : Cambridge University Press .
- Pliska , S. 2000 . Introduction to Mathematical Finance , Oxford : Blackwell .
- Ross , S. M. 1999 . An Introduction to Mathematical Finance , Cambridge : Cambridge University Press .
- Sadique , S. and Silvapulle , P. 2001 . Long-term memory in stock market returns: International evidence . Int. J. Financ. Econ. , 6 : 59 – 67 .
- Sornette , D. 2000 . Critical Phenomena in Natural Sciences , Berlin : Springer-Verlag .
- Stanley , H. E. Jr , Andrade , Havlin , J. S. , Makse , S. and Suki , H. A. 1999 . Percolation phenomena: A broad-brush introduction with some recent applications to porous media, liquid water and city growth . Physica A , 266 : 5 – 16 .
- Stauffer , D. and Aharony , A. 2001 . Introduction to Percolation Theory , London : Taylor & Francis .
- Stauffer , D. and Penna , T. J.P. 1998 . Crossover in the Cont-Bouchaud percolation model for market fluctuation . Physica A , 256 : 284 – 290 .
- Tanaka , H. 2002 . A percolation model of stock price fluctuations . Math. Econ. , 1264 : 203 – 218 .
- Tsallis , C. , Mendes , R. and Plastino , A. 1998 . The role of constraints within generalized nonextensive statistics . Physica A , 261 : 534 – 554 .
- Wang , J. 2007 . Stochastic Process and Its Application in Finance , Beijing : Tsinghua University Press and Beijing Jiaotong University Press .
- Wang , T. S. and Wang , J. 2009 . Statistical analysis by statistical physics model for the stock markets . Int. J. Mod. Phys. C , 20 : 1547 – 1562 .