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Volumn 18, Issue 1, 2010, Pages 87-99

Detecting fractal/multifractal and asymmetric properties in an artificial quote-driven financial market

Author keywords

Asymmetric Behaviors; Bounded Rationality; Heterogeneous Agents; Ising Model; Nonlinearity; Quote Driven Market

Indexed keywords

COMMERCE; FINANCIAL MARKETS; FRACTALS;

EID: 77951592397     PISSN: 0218348X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218348X10004762     Document Type: Article
Times cited : (8)

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