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type_genre:"Collection of articles written by one author"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Theoretische Physik"
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
2
Heterogenous agents, interactions and economic performance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
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2
An exact pysical approach to market participation models
Garibaldi, U.
;
Penco, M. A.
;
Viarengo, P.
- In:
Heterogenous agents, interactions and economic performance
,
(pp. 91-103)
.
2003
Persistent link: https://www.econbiz.de/10001750274
Saved in:
3
Crashes : symptoms, diagnoses and remedies
Ausloos, Marcel
;
Ivanova, Kristinka
;
Van de Walle, Nicolas
- In:
Empirical science of financial fluctuations : the …
,
(pp. [62]-76)
.
2002
Persistent link: https://www.econbiz.de/10001679234
Saved in:
4
Spin-glass like network model for stock market
Maskawa, Jun-ichi
- In:
Empirical science of financial fluctuations : the …
,
(pp. [153]-158)
.
2002
Persistent link: https://www.econbiz.de/10001679480
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