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~isPartOf:"Computing in Economics and Finance 2002"
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volatility clustering
2
Herd behaviour
1
bifurcation
1
fat tail volatility clustering
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fat tails
1
financial time series
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herd bhaviour
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nonlinear models
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Alfarano, Simone
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Borovkova, Svetlana
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Lux, Thomas
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Morone, Andrea
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Society for Computational Economics - SCE
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Computing in Economics and Finance 2002
Physica A: Statistical Mechanics and its Applications
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Discussion paper / Tinbergen Institute
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Economics Working Paper
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Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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Journal of Risk and Financial Management
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Journal of Banking & Finance
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Asian Academy of Management Journal of Accounting and Finance
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Economía Mexicana NUEVA ÉPOCA
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Global business review
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International journal of theoretical and applied finance
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Acta Universitatis Danubius. OEconomica
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Financial Market in the Laboratory
Morone, Andrea
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Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005345439
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A minimal noise trader model with realistic time series
Alfarano, Simone
;
Lux, Thomas
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Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005170591
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3
Nonlinear models for financial time series with multiple attraction regions
Borovkova, Svetlana
-
Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005170594
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