Open models of share markets with two dominant types of participants

Journal of Economic Behavior and Organization

Volumn 49, Issue 2, 2002, Pages 199-216

  Aoki, Masanao ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Aggregate variability; Ewens distribution; Jump Markov processes; Partition vector; Power laws

Indexed keywords

EID: 0036113556     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-2681(02)00067-7     Document Type: Article

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