The geometry of crashes. A measure of the dynamics of stock market crises

Quantitative Finance

Volumn 7, Issue 1, 2007, Pages 63-74

  Araújo, Tanya ^a   Louçã, Francisco ^a  

^a UNIVERSITY OF LISBON   (Portugal)

Author keywords

Agent based modelling; Applied finance; Artificial economy; Complexity in economics; Complexity in finance; Computational finance; Economic modelling; Evolutionary model of currency crisis

Indexed keywords

EID: 33847023875     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680601019530     Document Type: Article

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