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1
Complex model of market price development and its
simulation
Stádník, Bohumil
;
Miečinskiene, Algita
- In:
Journal of business economics and management
16
(
2015
)
4
,
pp. 786-807
Persistent link: https://www.econbiz.de/10011384542
Saved in:
2
Effect of trading halt system on market functioning :
simulation
analysis of market behavior with artificial shutdown
Muranaga, Jun
;
Shimizu, Tokiko
-
1999
Persistent link: https://www.econbiz.de/10000683883
Saved in:
3
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000966505
Saved in:
4
A model of stock market participants
DeLaMaza, Michael
;
Yuret, Deniz
- In:
Evolutionary algorithms in management applications
,
(pp. 290-302)
.
1995
Persistent link: https://www.econbiz.de/10001291124
Saved in:
5
The January effect :
theory
and
simulation
Scott, David
- In:
Michigan journal of economics
14
(
1998
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10001362203
Saved in:
6
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:
7
Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng
;
Lux, Thomas
;
Marchesi, Michele
-
1999
Persistent link: https://www.econbiz.de/10001372680
Saved in:
8
Long-term memory in stock market prices
Lo, Andrew W.
-
1989
Persistent link: https://www.econbiz.de/10000767657
Saved in:
9
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
10
Estimating the density tail index for financial time series
Kearns, Phillip
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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