Bubbles, crashes and intermittency in agent based market models

European Physical Journal B

Volumn 31, Issue 3, 2003, Pages 421-437

  Giardina, I ^a,b   Bouchaud, J P ^c,d  

^a CEA SACLAY   (France)

^b UNIVERSITÀ DI ROMA LA SAPIENZA   (Italy)

^c SERVICE DE PHYSIQUE DE L ETAT CONDENSÉ   (France)

^d CFM   (France)

Author keywords

[No Author keywords available]

Indexed keywords

GAME THEORY; MARKETING; OSCILLATIONS; PARAMETER ESTIMATION; STATISTICAL METHODS;

ARTIFICIAL MARKET; COMPLEX MARKET MODEL; INTERMITTENT PHASE; OSCILLATING PHASE;

INTELLIGENT AGENTS;

EID: 0242383125     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1140/epjb/e2003-00050-6     Document Type: Article

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