News and price returns from threshold behaviour and vice-versa: exact solution of an agent-based market model
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Publication:3421674
DOI10.1088/0305-4470/39/48/001zbMath1197.91163arXivphysics/0510257OpenAlexW1964207601MaRDI QIDQ3421674
Publication date: 8 February 2007
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/physics/0510257
Economic time series analysis (91B84) Auctions, bargaining, bidding and selling, and other market models (91B26)
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