Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality
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Publication:2181525
DOI10.1016/j.jedc.2020.103855OpenAlexW3005148606MaRDI QIDQ2181525
Ladislav Kristoufek, Jiri Kukacka
Publication date: 19 May 2020
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103855
time series analysisdetrended fluctuation analysiscomplex systemsmultifractal analysisfinancial agent-based models
Related Items (4)
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Uses Software
Cites Work
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