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~person:"Sornette, Didier"
~subject:"Agentenbasierte Modellierung"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
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Market impact and performance of arbitrageurs of financial bubbles in an agent-based model
Westphal, Rebecca
;
Sornette, Didier
- In:
Journal of economic behavior & organization : JEBO
171
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012287971
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2
On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza
;
Demos, Guilherme
;
Gupta, Rangan
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
Saved in:
3
The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
Wheatley, Spencer
;
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1165-1178
Persistent link: https://www.econbiz.de/10012194752
Saved in:
4
Agent-based model generating stylized facts of fixed income markets
Kopp, Antoine
;
Westphal, Rebecca
;
Sornette, Didier
- In:
Journal of economic interaction and coordination
17
(
2022
)
4
,
pp. 947-992
Persistent link: https://www.econbiz.de/10013442169
Saved in:
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