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The inelastic market hypothesis : a microstructural interpretation
Bouchaud, Jean-Philippe
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1785-1795
Persistent link: https://www.econbiz.de/10013367946
Saved in:
2
How markets slowly digest changes in supply and demand
Bouchaud, Jean-Philippe
;
Farmer, J. Doyne
;
Lillo, Fabrizio
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 57-160)
.
2009
Persistent link: https://www.econbiz.de/10003820628
Saved in:
3
Market microstructure : confronting many viewpoints
Abergel, Frédéric
(
ed.
); …
-
2012
Persistent link: https://www.econbiz.de/10009524952
Saved in:
4
The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009624498
Saved in:
5
Describing economic agent-based models : Dahlem ABM documentation guidelines
Wolf, Sarah
;
Bouchaud, Jean-Philippe
;
Cecconi, Federico
; …
- In:
Complexity economics
(
2013
)
2
,
pp. 63-74
Persistent link: https://www.econbiz.de/10010358058
Saved in:
6
Tipping points in macroeconomic agent-based models
Gualdi, Stanislao
;
Tarzia, Marco
;
Zamponi, Francesco
; …
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 29-61
Persistent link: https://www.econbiz.de/10010486960
Saved in:
7
Volatility clustering in agent based market model
Giardina, Irene
;
Bouchaud, Jean-Philippe
- In:
The complex dynamics of economic interaction : essays …
,
(pp. 171-196)
.
2004
Persistent link: https://www.econbiz.de/10002415043
Saved in:
8
Herd behavior and aggregate fluctuations in financial markets
Cont, Rama
;
Bouchaud, Jean-Philippe
- In:
Macroeconomic dynamics
4
(
2000
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001500432
Saved in:
9
Hedging large risks reduces the transaction costs
Selmi, Farhat
;
Bouchaud, Jean-Philippe
- In:
Finance India : the quarterly journal of Indian …
16
(
2002
)
3
,
pp. 1005-1014
Persistent link: https://www.econbiz.de/10001713431
Saved in:
10
Theory of financial risk and derivative pricing : from statistical physics to risk management
Bouchaud, Jean-Philippe
;
Potters, Marc
-
2003
-
2. ed.
Persistent link: https://www.econbiz.de/10001780419
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