-
1
-
-
85008848771
-
Empirical properties of asset returns: Stylised facts and statistical issues
-
Cont R. (2001) Empirical properties of asset returns: stylised facts and statistical issues, Quantitative. Finance, Vol 1, pp 223-236.
-
(2001)
Quantitative. Finance
, vol.1
, pp. 223-236
-
-
Cont, R.1
-
2
-
-
84925136074
-
Advancing the Art of Simulation in the Social Sciences
-
Axelrofd (1997) "Advancing the Art of Simulation in the Social Sciences", Complexity Vol. 3, pp, 193-199,
-
(1997)
Complexity
, vol.3
, pp. 193-199
-
-
Axelrofd1
-
4
-
-
53749101189
-
Artificial Societies and Generative Social Science
-
Epstein, J.M.; Axtell, R. (1997). "Artificial Societies and Generative Social Science", Artificial Life and Robotics Vol. 1, pp, 33-34.
-
(1997)
Artificial Life and Robotics
, vol.1
, pp. 33-34
-
-
Epstein, J.M.1
Axtell, R.2
-
5
-
-
0346207692
-
Market efficiency, long-term returns, and behavioral finance
-
Fama, E. F., (1998) "Market efficiency, long-term returns, and behavioral finance", Journal of Financial Economics, Vol. 49, pp. 283-306.
-
(1998)
Journal of Financial Economics
, vol.49
, pp. 283-306
-
-
Fama, E.F.1
-
6
-
-
0000125532
-
Prospect theory: An analysis of decisions under risk
-
Kahneman D., and Tversky A (1979) Prospect theory: An analysis of decisions under risk", Econometrica, 47, pp 313 327.
-
(1979)
Econometrica
, vol.47
, pp. 313-327
-
-
Kahneman, D.1
Tversky, A.2
-
8
-
-
0033545290
-
Scaling and criticality in a stochastic multi-agent model of a financial market
-
Lux, T. and Marchesi, M. (1999). "Scaling and criticality in a stochastic multi-agent model of a financial market". Nature, 397:498-500.
-
(1999)
Nature
, vol.397
, pp. 498-500
-
-
Lux, T.1
Marchesi, M.2
-
9
-
-
0001334431
-
Volatility Clustering in financial markets: A micro-simulation of interacting agents
-
Lux, T. and Marchesi, M. (2000). "Volatility Clustering in financial markets: a micro-simulation of interacting agents". International Journal of Applied Finance, 3, pp: 675-702.
-
(2000)
International Journal of Applied Finance
, vol.3
, pp. 675-702
-
-
Lux, T.1
Marchesi, M.2
-
14
-
-
0000893807
-
Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
-
Shiller, R. J. (1981) "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?" The American Economic Review, Vol. 1, Issue 3, pp. 421-436
-
(1981)
The American Economic Review
, vol.1
, Issue.3
, pp. 421-436
-
-
Shiller, R.J.1
-
15
-
-
31744450082
-
Advances in Prospect Theory: Cumulative Representation of Uncertainty
-
Tversky A and Kahneman D (1992), "Advances in Prospect Theory: Cumulative Representation of Uncertainty". Journal of Risk and Uncertainty, Vol. 5 (4) pp. 297-323.
-
(1992)
Journal of Risk and Uncertainty
, vol.5
, Issue.4
, pp. 297-323
-
-
Tversky, A.1
Kahneman, D.2
|