The extraction of macromodel and origin of long-ranged correlations
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Publication:1874002
DOI10.1016/S0378-4371(02)01952-0zbMath1057.91037MaRDI QIDQ1874002
Kazuko Yamasaki, Kenneth J. Mackin
Publication date: 21 May 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01952-0
market simulation; macroscopic stochastic return process; microscopic stochastic trader-judgment process
91B70: Stochastic models in economics
91B26: Auctions, bargaining, bidding and selling, and other market models
Cites Work