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~person:"Goodhart, Charles A. E."
~person:"Lux, Thomas"
~subject:"Behavioural finance"
~type_genre:"Book section"
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Lux, Thomas
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Handbook of financial markets : dynamics and evolution
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A minimal noise trader model with realistic time series properties
Alfarano, Simone
;
Lux, Thomas
- In:
Long memory in economics : with 50 tables
,
(pp. 345-361)
.
2006
Persistent link: https://www.econbiz.de/10003357267
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Stochastic behavioral asset-pricing models and the stylized facts
Lux, Thomas
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 161-215)
.
2009
Persistent link: https://www.econbiz.de/10003820630
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