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~type_genre:"Aufsatz in Zeitschrift"
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Self-organization and market c...
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Aufsatz in Zeitschrift
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Cincotti, Silvano
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8
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The journal of portfolio management : a publication of Institutional Investor
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
47
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1
Self-organization and market crashes
Focardi, Sergio
;
Cincotti, Silvano
;
Marchesi, Michele
- In:
Journal of economic behavior & organization : JEBO
49
(
2002
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10001702991
Saved in:
2
Facing the complexity of the economy : an opportunity for the new alliance between economics and engineering
Cincotti, Silvano
- In:
Journal of industrial and business economics
48
(
2021
)
4
,
pp. 581-588
Persistent link: https://www.econbiz.de/10012662398
Saved in:
3
Modeling and simulation of an artificial stock option market
Ecca, Sabrina
;
Marchesi, Michele
;
Setzu, Alessio
- In:
Computational economics
32
(
2008
)
1/2
,
pp. 37-53
Persistent link: https://www.econbiz.de/10003755537
Saved in:
4
The interplay between two stock markets and a related foreign exchange market : a simulation approach
Corona, Erika
;
Ecca, Sabrina
;
Marchesi, Michele
;
Setzu, …
- In:
Computational economics
32
(
2008
)
1/2
,
pp. 99-119
Persistent link: https://www.econbiz.de/10003755569
Saved in:
5
Using an artificial financial market for assessing the impact of Tobin-like transaction taxes
Mannaro, Katiuscia
;
Marchesi, Michele
;
Setzu, Alessio
- In:
Journal of economic behavior & organization : JEBO
67
(
2008
)
2
,
pp. 445-462
Persistent link: https://www.econbiz.de/10003746630
Saved in:
6
Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng
;
Lux, Thomas
;
Marchesi, Michele
- In:
Journal of economic behavior & organization : JEBO
46
(
2001
)
3
,
pp. 327-342
Persistent link: https://www.econbiz.de/10001649219
Saved in:
7
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
8
Using an artificial financial market for studying a cryptocurrency market
Cocco, Luisanna
;
Concas, Giulio
;
Marchesi, Michele
- In:
Journal of economic interaction and coordination : JEIC
12
(
2017
)
2
,
pp. 345-365
Persistent link: https://www.econbiz.de/10011878670
Saved in:
9
Insularity and economies of density : analyzing the efficiency of a logistic network using an econometric simulation-based approach
Cocco, Luisanna
;
Deidda, Manuela
;
Marchesi, Michele
; …
- In:
Regional studies : official journal of the Regional …
53
(
2019
)
6
,
pp. 900-911
Persistent link: https://www.econbiz.de/10012211998
Saved in:
10
Black swans and white eagles : on mathematics and finance
Focardi, Sergio
;
Fabozzi, Frank J.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003858250
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