Similar Search Results

Asymmetries, correlations and fat tails in percolation markets model

Chang, Iksoo; Stauffer, Dietrich; Pandey, Ras B. - In: International journal of theoretical and applied finance 5 (2002) 6, pp. 585-597

Persistent link: https://www.econbiz.de/10001743190

Monte Carlo simulation of volatility clustering in market model with herding

Stauffer, Dietrich (contributor) - In: International journal of theoretical and applied finance 2 (1999) 1, pp. 83-94

Persistent link: https://www.econbiz.de/10001372092

Social percolators and self organized criticality

Weisbuch, Gérard; Solomon, Sorin; Stauffer, Dietrich - In: Economics with heterogeneous interacting agents, (pp. 43-55). 2001

Persistent link: https://www.econbiz.de/10001606990

Search for log-periodic oscillations in stock market simulations

Pandey, Rama N.; Stauffer, Dietrich - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 479-482

Persistent link: https://www.econbiz.de/10001523019

An aspiration adaptation based model of the time of product innovation

Pittnauer, Sabine (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001970211

Analysing tax evasion dynamics via the Ising model

Zaklan, Georg; Westerhoff, Frank H.; Stauffer, Dietrich - In: Journal of economic interaction and coordination : JEIC 4 (2009) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10003840529

Microscopic models of financial markets

Samanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; … - 2006

This review deals with several microscopic models of financial markets which have been studied by economists and physicists over the last decade: Kim- Markowitz, Levy-Levy-Solomon, Cont-Bouchaud, Solomon-Weisbuch, Lux-Marchesi, Donangelo-Sneppen and Solomon-Levy-Huang. After an overview of...

Persistent link: https://www.econbiz.de/10003392155