Financial price fluctuations in a stock market model with many interacting agents

Economic Theory

Volumn 25, Issue 4, 2005, Pages 917-932

  Horst, Ulrich ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Agent based modelling; Bubbles and crashes; Contagion effects; Diffusion models for financial markets

Indexed keywords

EID: 21244451579     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00199-004-0500-x     Document Type: Article

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