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Microscopic spin model for the stock market with attractor bubbling on scale-free networks

Krawiecki, Andrzej - In: Journal of economic interaction and coordination : JEIC 4 (2009) 2, pp. 213-220

Persistent link: https://www.econbiz.de/10003891823

Market polarization in presence of individual choice volatility

Sinha, Sitabhra; Raghavendra, Srinivas - In: Advances in artificial economics : the economy as a …, (pp. 177-190). 2006

Persistent link: https://www.econbiz.de/10003481529

Equilibrium return and agents' survival in a multiperiod asset market : analytic support of a simulation model

Anufriev, Mikhail; Dindo, Pietro - In: Advances in artificial economics : the economy as a …, (pp. 269-282). 2006

Persistent link: https://www.econbiz.de/10003481678

Explaining the statistical features of the Spanish stock market from the bottom-up

Pascual, José A.; Pajares Gutiérrez, Javier; … - In: Advances in artificial economics : the economy as a …, (pp. 283-294). 2006

Persistent link: https://www.econbiz.de/10003481691

Advances in experimental and agent-based modelling : asset markets, economic networks, computational mechanism design and evolutionary game dynamics

Markose, Sheri M.; Arifovic, Jasmina; Sunder, Shyam - In: Journal of economic dynamics & control 31 (2007) 6, pp. 1801-1807

Persistent link: https://www.econbiz.de/10003487867

Agent-based modeling : the Santa Fe Institute artificial stock market model revisited

Ehrentreich, Norman - 2008 - 1. Ed.

Persistent link: https://www.econbiz.de/10003489600

Applications of statistical physics in finance and economics

Lux, Thomas (contributor) - 2007

This chapter reviews recent research adopting methods from statistical physics in theoretical or empirical work in economics and finance. The bulk of what has recently become known as 'econophysics' in broader circles draws its motivation from observed scaling laws in financial markets and the...

Persistent link: https://www.econbiz.de/10003441215

Agent-based financial markets : matching stylized facts with style

LeBaron, Blake Dean - In: Post Walrasian macroeconomics : beyond the dynamic …, (pp. 221-235). 2006

Persistent link: https://www.econbiz.de/10003374571

A nonlinear structural model for volatility clustering

Gaunersdorfer, Andrea; Hommes, Cars H. - In: Long memory in economics : with 50 tables, (pp. 265-288). 2006

Persistent link: https://www.econbiz.de/10003375647

Volatility clustering in financial markets : empirical facts and agent-based models

Cont, Rama - In: Long memory in economics : with 50 tables, (pp. 289-309). 2006

Persistent link: https://www.econbiz.de/10003375648

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