In this work we considered the threshold model of financial markets, proposed by Paweł Sieczka and Janusz Hołyst.  The monographic part of our work contains description of this model together with some inspiration of Sieczka and Hołyst why they constructed the threshold model.  The results obtained by these authors reproduced few stylized facts observed on real markets. However, we additionally presented our results concerning the Sieczka-Hołyst model, going one step further.  That is, we introduced a useful liquidity coefficient and next we considered violation of central limit theorem. Finally, we studied one of possible modification of the threshold model and its results.

1. POSTER: Analysis of leptokurtosis in model distributions and simulated noises, PDF document, version 1.4, 0.4MB

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