A multi-interacting-agent model for financial markets

Physica A: Statistical Mechanics and its Applications

Volumn 374, Issue 2, 2007, Pages 715-729

  Queirós, Sílvio M Duarte ^a   Curado, E M F ^a   Nobre, F D ^a  

^a CENTRO BRASILEIRO DE PESQUISAS FÍSICAS   (Brazil)

Author keywords

Econophysics; Financial markets; Time series analysis

Indexed keywords

FINANCE; MATHEMATICAL MODELS; PARAMETER ESTIMATION; TIME SERIES ANALYSIS;

ECONOPHYSICS; FINANCIAL MARKETS; TIME-SERIES ANALYSIS;

STATISTICAL MECHANICS;

EID: 33751118292     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.07.042     Document Type: Article

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