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Volumn 29, Issue 3-4, 2007, Pages 313-331

Prices are macro-observables! Stylized facts from evolutionary finance

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EID: 34247248211     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-006-9065-z     Document Type: Article
Times cited : (3)

References (12)
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    • Herd Behavior and aggregate fluctuations in financial markets
    • Cont R., Bouchaud J.-P. (2000). Herd Behavior and aggregate fluctuations in financial markets. Macroeconomic Dynamics 4: 170-196
    • (2000) Macroeconomic Dynamics , vol.4 , pp. 170-196
    • Cont, R.1    Bouchaud, J.-P.2
  • 4
    • 85008848771 scopus 로고    scopus 로고
    • Empirical properties of asset returns: Stylized facts and statistical issues
    • Cont R. (2001). Empirical properties of asset returns: Stylized facts and statistical issues. Quantitative Finance 1, 223-236
    • (2001) Quantitative Finance , vol.1 , pp. 223-236
    • Cont, R.1
  • 5
    • 0002147472 scopus 로고
    • Random economies with many interacting agents
    • Foellmer H. (1974). Random economies with many interacting agents. Journal of Mathematical Economics 1, 51-62
    • (1974) Journal of Mathematical Economics , vol.1 , pp. 51-62
    • Foellmer, H.1
  • 6
    • 13844252018 scopus 로고    scopus 로고
    • Evolutionary stability of portfolio rules in incomplete markets
    • Hens T., Schenk-Hopp K.R. (2002). Evolutionary stability of portfolio rules in incomplete markets. Journal of Mathematics Economics 41, 43-66
    • (2002) Journal of Mathematics Economics , vol.41 , pp. 43-66
    • Hens, T.1    Schenk-Hopp, K.R.2
  • 7
    • 66049139912 scopus 로고    scopus 로고
    • Heterogeneous agent models in economics and finance
    • In: Tesfatsion L., Judd K.L.(eds) Amsterdam, Elsevier Science
    • Hommes C.H. (2006). Heterogeneous agent models in economics and finance. In: Tesfatsion L., Judd K.L.(eds) Handbook of computational economics (Vol. 2). Amsterdam, Elsevier Science
    • (2006) Handbook of Computational Economics , vol.2
    • Hommes, C.H.1
  • 8
    • 0001201174 scopus 로고
    • Whom or what does the representative individual represent?
    • Kirman A. (1992). Whom or what does the representative individual represent?. Journal of Economics Perspectives 6(2): 117-136
    • (1992) Journal of Economics Perspectives , vol.6 , Issue.2 , pp. 117-136
    • Kirman, A.1
  • 9
    • 8344223565 scopus 로고
    • Scaling behavior in the dynamics of an economic index
    • Mantegna R.N., Stanley E. (1995). Scaling behavior in the dynamics of an economic index. Nature 376, 46-49
    • (1995) Nature , vol.376 , pp. 46-49
    • Mantegna, R.N.1    Stanley, E.2
  • 12
    • 0032114982 scopus 로고    scopus 로고
    • Cross over in the Cont Bouchaud percolation model for market fluctuations
    • Stauffer D., Penna T.J.P. (1998). Cross over in the Cont Bouchaud percolation model for market fluctuations. Physica A 256: 284ff
    • (1998) Physica A , vol.256
    • Stauffer, D.1    Penna, T.J.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.