Prices are macro-observables! stylized facts from evolutionary finance

DOI10.1007/S10614-006-9065-ZMaRDI QIDQ2642600zbMATH OpenOpenAlexFDO

Authors S. Reimann, A. Tupak

Publication date 17 August 2007

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://www.zora.uzh.ch/id/eprint/156426/1/ZORA_NL_156426.pdf

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• Evolution and market behavior
• Evolutionary stability of portfolio rules in incomplete markets
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• scientific article; zbMATH DE number 3135430 (Why is no real title available?)
• scientific article; zbMATH DE number 1269502 (Why is no real title available?)
• Market selection and survival of investment strategies
• Random economies with many interacting agents

Cited in

(2)

• PRICE FORMATION BASED ON PARTICLE-CLUSTER AGGREGATION
• Volatility driven market in a generalized Lotka-Volterra formalism

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