Stylized facts of financial markets and market crashes in Minority Games

Physica A: Statistical Mechanics and its Applications

Volumn 294, Issue 3-4, 2001, Pages 514-524

  Challet, Damien ^a   Marsili, Matteo ^b   Zhang, Yi Cheng ^c  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b SISSA   (Italy)

^c UNIVERSITY OF FRIBOURG   (Switzerland)

Author keywords

Financial markets; Grand canonical; Minority Game; Stylized facts

Indexed keywords

GAME THEORY; MARKETING; MATHEMATICAL MODELS;

FINANCIAL MARKETS; MARKET CRASHES; MINORITY GAMES;

FINANCE;

EID: 0035873615     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(01)00103-0     Document Type: Article

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