Information contagion within small worlds and changes in kurtosis and volatility in financial prices
Year of publication: |
2012
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Authors: | Bowden, Mark |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 34.2012, 2, p. 553-566
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Subject: | Agent based financial markets | Network economics | Information contagion | Volatility | Kurtosis | Theorie | Theory | Volatilität | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect |
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