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~isPartOf:"Working Papers / Financial Econometrics Research Centre, Warwick Business School"
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A Noise Trader Model as a Generator of Apparant Power Laws and Long Memory
Lux, Thomas
;
Alfarano, Simone
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010721494
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2
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010721516
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3
Empirical Validation of Stochastic Models of Interacting Agents: A 'Maximally Skewed' Noise Trader Model
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010721519
Saved in:
4
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach
Wagner, Friedrich
;
Lux, Thomas
;
Alfarano, Simone
-
Financial Econometrics Research Centre, Warwick …
-
2005
Persistent link: https://www.econbiz.de/10004981041
Saved in:
5
A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets
Franke, Reiner
;
Alfarano, Simone
-
Financial Econometrics Research Centre, Warwick …
-
2007
Persistent link: https://www.econbiz.de/10004981081
Saved in:
6
Should Network Structure Matter in Agent-Based Finance?
Milakovic, Michael
;
Alfarano, Simone
-
Financial Econometrics Research Centre, Warwick …
-
2007
Persistent link: https://www.econbiz.de/10004981082
Saved in:
7
Extreme Value Theory as a Theoretical Background for Power Law Behaviour
Alfarano, Simone
;
Lux, Thomas
-
Financial Econometrics Research Centre, Warwick …
-
2006
Persistent link: https://www.econbiz.de/10010823395
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