Financial markets as a complex system: A short time scale perspective
Year of publication: |
2001
|
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Authors: | Marschinski, Robert ; Matassini, Lorenzo |
Publisher: |
Frankfurt a. M. : Deutsche Bank Research |
Subject: | Finanzmarkt | Internationaler Finanzmarkt | Internationaler Preiszusammenhang | Zeitreihenanalyse | Thermodynamik | Schätzung | Welt | Korrelation | Nichtlineare dynamische Systeme | time series analysis | econophysics | simulated markets | temporal correlations | high-frequency data |
Series: | Research Notes ; 01-4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 821910043 [GVK] hdl:10419/40278 [Handle] RePEc:zbw:dbrrns:014 [RePEc] |
Classification: | C00 - Mathematical and Quantitative Methods. General ; C19 - Econometric and Statistical Methods: General. Other ; C53 - Forecasting and Other Model Applications |
Source: |
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Financial markets as a complex system : a short time scale perspective
Marschinski, Robert, (2001)
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Financial markets as a complex system : a short time scale perspective
Marschinski, Robert, (2001)
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