Complexity and the character of stock returns: empirical evidence and a model of asset prices based on complex investor learning (Q3116129)
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scientific article; zbMATH DE number 6008409
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Complexity and the character of stock returns: empirical evidence and a model of asset prices based on complex investor learning |
scientific article; zbMATH DE number 6008409 |
Statements
Complexity and the Character of Stock Returns: Empirical Evidence and a Model of Asset Prices Based on Complex Investor Learning (English)
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21 February 2012
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learning stock
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return distribution
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power-law
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nonlinear dependence
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artificial stock market
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0.7907925844192505
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0.7706657648086548
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0.768024742603302
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0.7647337913513184
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