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Self-organization and market c...
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Self-organization and market crashes
Focardi, Sergio
;
Cincotti, Silvano
;
Marchesi, Michele
- In:
Journal of economic behavior & organization : JEBO
49
(
2002
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10001702991
Saved in:
2
Self-organization in global stochastic models of production and inventory dynamics
Focardi, Sergio
;
Marchesi, Michele
- In:
Interaction and market structure : essays on …
,
(pp. 167-183)
.
2000
Persistent link: https://www.econbiz.de/10001487971
Saved in:
3
Price formation in an artificial market: limit order book versus matching of supply and demand
Raberto, Marco
;
Cincotti, Silvano
;
Dose, Christian
; …
- In:
Nonlinear dynamics and heterogeneous interacting agents …
,
(pp. 305-315)
.
2005
Persistent link: https://www.econbiz.de/10002775808
Saved in:
4
Financial modeling of the equity market : from CAPM to cointegration
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Kolm, Petter N.
-
2006
Persistent link: https://www.econbiz.de/10002933247
Saved in:
5
Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Kolm, Petter N.
-
2010
Persistent link: https://www.econbiz.de/10003898661
Saved in:
6
Facing the complexity of the economy : an opportunity for the new alliance between economics and engineering
Cincotti, Silvano
- In:
Journal of industrial and business economics
48
(
2021
)
4
,
pp. 581-588
Persistent link: https://www.econbiz.de/10012662398
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7
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10004551444
Saved in:
8
Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10004551718
Saved in:
9
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372561
Saved in:
10
Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372570
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