Fat tails and volatility clustering in experimental asset markets (Q1017068): Difference between revisions

@@ Property / DOI @@
-.1016/j.jedc.2007.01.009
@@ Property / DOI: 10.1016/j.jedc.2007.01.009 / rank @@
-Normal rank
@@ Property / author @@
-Juergen Huber
@@ Property / author: Juergen Huber / rank @@
-Normal rank
@@ Property / author @@
+Juergen Huber
@@ Property / author: Juergen Huber / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Z-Tree
@@ Property / describes a project that uses: Z-Tree / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2007.01.009
+Normal rank
@@ Property / OpenAlex ID @@
+W2021565296
@@ Property / OpenAlex ID: W2021565296 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4523525
@@ Property / cites work: Q4523525 / rank @@
+Normal rank
@@ Property / cites work @@
+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
+Normal rank
@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
+Normal rank
@@ Property / cites work @@
+Q3400730
@@ Property / cites work: Q3400730 / rank @@
+Normal rank
@@ Property / cites work @@
+Rational expectations equilibrium with conditioning on past prices: A mean-variance example
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Microeconomic Models for Long Memory in the Volatility of Financial Time Series
+Normal rank
@@ Property / cites work @@
+Continuous Auctions and Insider Trading
@@ Property / cites work: Continuous Auctions and Insider Trading / rank @@
+Normal rank
@@ Property / cites work @@
+Informed Speculation with Imperfect Competition
@@ Property / cites work: Informed Speculation with Imperfect Competition / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamentalists clashing over the book: a study of order-driven stock markets
+Normal rank
@@ Property / cites work @@
+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+Agent-based simulation of a financial market
@@ Property / cites work: Agent-based simulation of a financial market / rank @@
+Normal rank
@@ Property / cites work @@
+Q4422691
@@ Property / cites work: Q4422691 / rank @@
+Normal rank
@@ Property / cites work @@
+A Model of Intertemporal Asset Prices Under Asymmetric Information
+Normal rank
@@ Property / DOI @@
+.1016/J.JEDC.2007.01.009
@@ Property / DOI: 10.1016/J.JEDC.2007.01.009 / rank @@
+Normal rank