Volatility clustering in agent based market models (Q1873924): Difference between revisions

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+cond-mat/0206222
@@ Property / arXiv ID: cond-mat/0206222 / rank @@
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+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
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+PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE
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+Long-Term Memory in Stock Market Prices
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+Financial markets as nonlinear adaptive evolutionary systems
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+Asset price and wealth dynamics under heterogeneous expectations
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+TRADER DYNAMICS IN A MODEL MARKET
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+Market mechanism and expectations in minority and majority games
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+On a universal mechanism for long-range volatility correlations
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+From Minority Games to real markets
@@ Property / cites work: From Minority Games to real markets / rank @@
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@@ Property / OpenAlex ID @@
+W1970045550
@@ Property / OpenAlex ID: W1970045550 / rank @@
+Normal rank