A re-examination of the "zero is enough" hypothesis in the emergence of financial stylized facts
Olivier Brandouy; Angelo Corelli; Iryna Veryzhenko; Roger Waldeck
| Year of publication: |
2012
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|---|---|
| Authors: | Brandouy, Olivier ; Corelli, Angelo ; Veryzhenko, Iryna ; Waldeck, Roger |
| Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 7.2012, 2, p. 223-248
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| Subject: | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Zeitreihenanalyse | Time series analysis | Agentenbasierte Modellierung | Agent-based modeling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009633323