Financial price fluctuations in a stock market model with many interacting agents
Year of publication: |
2005
|
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Authors: | Horst, Ulrich |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 25.2005, 4, p. 917-932
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market | Marktmikrostruktur | Market microstructure | Anlageverhalten | Behavioural finance | Markov-Kette | Markov chain | Theorie | Theory | Nichtlineare Dynamik | Nonlinear dynamics | Agentenbasierte Modellierung | Agent-based modeling |
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