A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
| Year of publication: |
2007
|
|---|---|
| Authors: | ALFARANO, SIMONE ; LUX, THOMAS |
| Published in: |
Macroeconomic Dynamics. - Cambridge University Press. - Vol. 11.2007, S1, p. 80-101
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |