A minimal noise trader model with realistic time series
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Alfarano, Simone ; Lux, Thomas |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Herd behaviour | speculative dynamics | fat tails | volatility clustering |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 317 |
| Classification: | G12 - Asset Pricing ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005170591