Heterogeneity, nonlinearity and endogenous market volatility (Q300996)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneity, nonlinearity and endogenous market volatility |
scientific article |
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Heterogeneity, nonlinearity and endogenous market volatility (English)
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29 June 2016
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computational finance
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endogenous volatility
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heterogeneous agents
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noisy chaos
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nonlinearity
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stylized facts
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