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Geanakoplos, John
29
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The continuous time random walk formalism in financial markets
Masoliver, Jaume
;
Montero, Miquel
;
Perelló, Josep
; …
- In:
Journal of economic behavior & organization : JEBO
61
(
2006
)
4
,
pp. 577-598
Persistent link: https://www.econbiz.de/10007773423
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2
Multiple time scales in volatility and leverage correlations: a stochastic volatility model
Perelló, Josep
;
Masoliver, Jaume
;
Bouchaud, Jean-Philippe
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 27-50
Persistent link: https://www.econbiz.de/10008214798
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3
The impact of heterogeneous trading rules on the limit order book and order flows
Chiarella, Carl
;
Iori, Giulia
;
Perelló, Josep
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 525-537
Persistent link: https://www.econbiz.de/10008175480
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4
The impact of heterogeneous trading rules on the limit order book and order flows
Chiarella, Carl
;
Iori, Giulia
;
Perelló, Josep
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 525-538
Persistent link: https://www.econbiz.de/10008890128
Saved in:
5
Local Vega Index and Variance Reduction Methods
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
;
Montero, Miquel
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 85-98
Persistent link: https://www.econbiz.de/10008215731
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6
Solving the present crisis and managing the leverage cycle
Geanakoplos, John
- In:
Economic policy review
16
(
2010
)
1
,
pp. 101-131
Persistent link: https://www.econbiz.de/10009921528
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7
Market force, ecology and evolution
Farmer, J. Doyne
- In:
Industrial and corporate change
11
(
2013
)
5
,
pp. 895-894
Persistent link: https://www.econbiz.de/10010111715
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8
Superexponential long-term trends in information technology
Nagy, Béla
;
Farmer, J. Doyne
;
Trancik, Jessika E.
; …
- In:
Technological forecasting & social change : an …
78
(
2011
)
8
,
pp. 1356-1365
Persistent link: https://www.econbiz.de/10009331135
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9
The long memory of the efficient market
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
3
Persistent link: https://www.econbiz.de/10009949822
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10
The reality game
Cherkashin, Dmitriy
;
Farmer, J. Doyne
;
Lloyd, Seth
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1091-1106
Persistent link: https://www.econbiz.de/10008882151
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