Grilli, Ruggero; Tedeschi, Gabriele - In: Economics with heterogeneous interacting agents : a …, (pp. 103-155). 2016
In this chapter we present a stylized financial agent-based model able to reproduce some important regularities emerging in financial time series . Following Tedeschi et al. (Eur Phys J B, 71(4), 489–497, 2009) and Tedeschi et al. (J Econ Behav Organ, 81(1), 82–96, 2012c), we show how an...
