A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973): Difference between revisions

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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
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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