A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973): Difference between revisions

@@ Property / author @@
+Thomas C. H. Lux
@@ Property / author: Thomas C. H. Lux / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A simple nonlinear time series model with misleading linear properties
+Normal rank
@@ Property / cites work @@
+Artificial economic life: A simple model of a stockmarket
+Normal rank
@@ Property / cites work @@
+Genetic learning as an explanation of stylized facts of foreign exchange markets
+Normal rank
@@ Property / cites work @@
+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
+Normal rank
@@ Property / cites work @@
+Statistical properties of genetic learning in a model of exchange rate
+Normal rank
@@ Property / cites work @@
+A simple linear time series model with misleading nonlinear properties
+Normal rank
@@ Property / cites work @@
+Estimation of agent-based models: The case of an asymmetric herding model
+Normal rank
@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+Volatility cluster and herding
@@ Property / cites work: Volatility cluster and herding / rank @@
+Normal rank
@@ Property / cites work @@
+Agent-based computational finance: Suggested readings and early research
+Normal rank