A minimal noise trader model with realistic time series properties
Simone Alfarano and Thomas Lux
| Year of publication: |
2006
|
|---|---|
| Authors: | Alfarano, Simone ; Lux, Thomas |
| Published in: |
Long memory in economics : with 50 tables. - Berlin [u.a.] : Springer, ISBN 3-540-22694-X. - 2006, p. 345-361
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003357267