A NOISE TRADER MODEL AS A GENERATOR of APPARENT FINANCIAL POWER LAWS and LONG MEMORY

Macroeconomic Dynamics

Volumn 11, Issue , 2007, Pages 80-101

  Alfarano, Simone ^a   Lux, Thomas ^a  

^a UNIVERSITY OF KIEL   (Germany)

Author keywords

Fat Tails; Herd Behavior; Speculative Dynamics; Volatility Clustering

Indexed keywords

EID: 43049094947     PISSN: 13651005     EISSN: 14698056     Source Type: Journal    
DOI: 10.1017/S1365100506060299     Document Type: Article

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