Minimal agent based model for financial markets i : OOOrigin and self-organization of stylized facts

European Physical Journal B

Volumn 67, Issue 3, 2009, Pages 385-397

  Alfi, V ^a,b   Cristelli, M ^a   Pietronero, L ^a,c   Zaccaria, A ^a  

^a SAPIENZA UNIVERSITY OF ROME   (Italy)

^b MUSEO STORICO DELLA FISICA E CENTRO STUDI E RICERCHE ENRICO FERMI   (Italy)

^c ISC CNR   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ACTIVE AGENTS; DIFFERENT TIME SCALE; FINANCIAL MARKET; FINITE SIZE EFFECT; INTERMITTENCY; INTERMITTENT BEHAVIORS; MINIMAL AGENTS; NEW MECHANISMS; PRICE FLUCTUATION; RANDOM WALK; SELF-ORGANIZATION; SELF-ORGANIZED; STYLIZED FACTS; TIME STABILITY;

COMMERCE;

STATE FEEDBACK;

EID: 65449144223     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2009-00028-4     Document Type: Article

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