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Approaches to monetary policy revisited : lessons from the crisis ; sixth ECB Central Banking Conference, 18 - 19 November 2010
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The complex dynamics of economic interaction : essays in economics and econophysics
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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
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2
The endogenous dynamics of markets : price impact and feedback loops
Bouchaud, Jean-Philippe
- In:
Approaches to monetary policy revisited : lessons from …
,
(pp. 190-240)
.
2011
Persistent link: https://www.econbiz.de/10009233391
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3
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
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4
Agent-based models for market impact and volatility
Bouchaud, Jean-Philippe
-
2018
Persistent link: https://www.econbiz.de/10011871940
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