The socio-economic dynamics of speculative markets: Interacting agents, chaos, and the fat tails of return distributions

Journal of Economic Behavior and Organization

Volumn 33, Issue 2, 1998, Pages 143-165

  Lux, Thomas ^a,b  

^a UNIVERSITY OF BAMBERG   (Germany)

^b UNIVERSITY OF BONN   (Germany)

Author keywords

Bubbles; Herd behavior; Leptokurtosis

Indexed keywords

EID: 0031617088     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-2681(97)00088-7     Document Type: Article

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