Microfoundations for diffusion price processes (Q1932534): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11579-010-0029-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1999692847 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4269108 / rank
 
Normal rank
Property / cites work
 
Property / cites work: HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4148368 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Microeconomic Approach to Diffusion Models For Stock Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Market Volatility and Feedback Effects from Dynamic Hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial price fluctuations in a stock market model with many interacting agents / rank
 
Normal rank
Property / cites work
 
Property / cites work: QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Price Manipulation and Quasi-Arbitrage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularly varying functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3923307 / rank
 
Normal rank

Latest revision as of 03:21, 6 July 2024

scientific article
Language Label Description Also known as
English
Microfoundations for diffusion price processes
scientific article

    Statements

    Microfoundations for diffusion price processes (English)
    0 references
    0 references
    20 January 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stock prices
    0 references
    microfoundations
    0 references
    diffusion processes
    0 references
    stochastic volatility
    0 references
    heavy tails
    0 references
    0 references