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scientific article; zbMATH DE number 5231401
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English | A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY |
scientific article; zbMATH DE number 5231401 |
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A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (English)
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30 January 2008
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financial market model
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heterogeneous agents
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fat tails
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volatility clustering
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power law
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long memory
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herd behavior
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Markov chain
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