Econophysics review: II. Agent-based models

Quantitative Finance

Volumn 11, Issue 7, 2011, Pages 1013-1041

  Chakraborti, Anirban ^a   Toke, Ioane Muni ^a   Patriarca, Marco ^b,c   Abergel, Frédéric ^a  

^a ECOLE CENTRALE PARIS   (France)

^b NATIONAL INSTITUTE OF CHEMICAL PHYSICS AND BIOPHYSICS   (Estonia)

^c CSIC   (Spain)

Author keywords

Agent based modelling; Correlation; Econophysics; Financial time series

Indexed keywords

EID: 79960693548     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2010.539249     Document Type: Review

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