Stylized facts from a threshold-based heterogeneous agent model
Year of publication: |
2007
|
---|---|
Authors: | Cross, R. ; Grinfeld, M. ; Lamba, H. ; Seaman, T. |
Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 57.2007, 2, p. 213-218
|
Publisher: |
Springer |
Subject: | 89.65.Gh Economics | econophysics | financial markets | business and management | 89.75.Da Systems obeying scaling laws |
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