Minimal agent based model for financial markets II : SSStatistical properties of the linear and multiplicative dynamics

European Physical Journal B

Volumn 67, Issue 3, 2009, Pages 399-417

  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

AGENT-BASED MODEL; ANALYTICAL RESULTS; FINANCIAL MARKET; KEY ELEMENTS; LINEAR APPROXIMATIONS; MINIMAL AGENTS; MODEL DYNAMICS; NON-LINEAR DYNAMICS; PARAMETER SPACES; PRICE DYNAMICS; REAL MARKETS; SELF-ORGANIZATION; STABILITY AND INSTABILITY; STATISTICAL PROPERTIES; STYLIZED FACTS;

COMMERCE;

DYNAMICS;

EID: 65449148142     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2009-00029-3     Document Type: Article

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