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

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+Minimal agent based model for financial markets. I
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+Minimal agent based model for financial markets. II
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Short-term market reaction after extreme price changes of liquid stocks
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+Price drops, fluctuations, and correlation in a multi-agent model of stock markets
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