A minimal noise trader model with realistic time series properties

by Simone Alfarano and Thomas Lux

Year of publication:	2003 ; [Elektronische Ressource]
Other Persons:	Alfarano, Simone (contributor) ; Lux, Thomas (contributor)
Institutions:	Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre (contributor)
Publisher:	Kiel : Univ., Dep. of Economics
Subject:	herding behaviour \| Statistische Physik \| Kapitaleinkommen \| Capital income \| Börsenkurs \| Share price \| Finanzmarkt \| Financial market \| Noise Trading \| Noise trading \| Währungsspekulation \| Currency speculation \| Marktmikrostruktur \| Market microstructure \| Anlageverhalten \| Behavioural finance \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Agentenbasierte Modellierung \| Agent-based modeling

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