A re-examination of the "zero is enough" hypothesis in the emergence of financial stylized facts

Journal of Economic Interaction and Coordination

Volumn 7, Issue 2, 2012, Pages 223-248

  Brandouy, Olivier ^a   Corelli, Angelo ^b   Veryzhenko, Iryna ^a   Waldeck, Roger ^c  

^a UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^b LINKÖPING UNIVERSITY   (Sweden)

^c ECOLE DES MINES DE NANTES   (France)

Author keywords

Agent based modelling; Financial markets; Heterogeneity of agents; Market microstructure; Time series analysis

Indexed keywords

EID: 84866771881     PISSN: 1860711X     EISSN: 18607128     Source Type: Journal    
DOI: 10.1007/s11403-012-0099-0     Document Type: Article

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