Toy models and stylized realities

DOI10.1140/EPJB/E2006-00237-3zbMath1189.91104OpenAlexW1981988143MaRDI QIDQ978851

J. Martínez

Publication date: 25 June 2010

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1140/epjb/e2006-00237-3

Mathematics Subject Classification ID

Economic time series analysis (91B84) Heterogeneous agent models (91B69)

Cites Work

• Unnamed Item
• Statistical mechanics of complex networks
• Optimal execution with nonlinear impact functions and trading-enhanced risk
• Introduction to Econophysics
• The rise and fall of a networked society: A formal model

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