Micro-simulations of financial markets and the stylized facts
Year of publication: |
2002
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Authors: | Lux, Thomas ; Heitger, Florian |
Published in: |
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]. - New York : Springer, ISBN 4-431-70316-0. - 2002, p. [123]-134
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Subject: | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure | Monte-Carlo-Simulation | Monte Carlo simulation | Börsenkurs | Share price | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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