Reaction to Extreme Events in a Minimal Agent Based Model (Q4687377): Difference between revisions

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-Luciano Pietronero
@@ Property / author: Luciano Pietronero / rank @@
-Normal rank
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+Luciano Pietronero
@@ Property / author: Luciano Pietronero / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-88-470-2553-0_9
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@@ Property / OpenAlex ID @@
+W197063083
@@ Property / OpenAlex ID: W197063083 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimal agent based model for financial markets. I
+Normal rank
@@ Property / cites work @@
+Minimal agent based model for financial markets. II
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@@ Property / cites work @@
+Theory of Financial Risk and Derivative Pricing
@@ Property / cites work: Theory of Financial Risk and Derivative Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
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@@ Property / cites work @@
+Statistical mechanics of socio-economic systems with heterogeneous agents
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@@ Property / cites work @@
+Handbook of computational economics. Vol. 2: Agent-based computational economics
+Normal rank
@@ Property / cites work @@
+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
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@@ Property / cites work @@
+Switching processes in financial markets
@@ Property / cites work: Switching processes in financial markets / rank @@
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@@ Property / cites work @@
+Short-term market reaction after extreme price changes of liquid stocks
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@@ Property / cites work @@
+Price drops, fluctuations, and correlation in a multi-agent model of stock markets
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