A noise trader model as a generator of apparent financial power laws and long memory
Simone Alfarano and Thomas Lux
| Year of publication: |
2007
|
|---|---|
| Authors: | Alfarano, Simone ; Lux, Thomas |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 11.2007, Suppl.1, p. 80-101
|
| Subject: | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Noise Trading | Noise trading | Statistischer Test | Statistical test | Theorie | Theory | Herdenverhalten | Herding | Prognosemarkt | Prediction market | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003616333