Dynamic instability in generic model of multi-assets markets
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Publication:2270570
DOI10.1016/j.jedc.2008.12.005zbMath1170.91392OpenAlexW3123540243MaRDI QIDQ2270570
Bénédicte Ponsot, Matteo Marsili, Giacomo Raffaelli
Publication date: 28 July 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2008.12.005
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Cites Work
- Handbook of computational economics. Vol. 2: Agent-based computational economics
- A dynamic analysis of moving average rules
- Fat tails and volatility clustering in experimental asset markets
- Hedging and Portfolio Optimization in Financial Markets with a Large Trader
- Theory of Financial Risk and Derivative Pricing
- Quantifying the dynamics of financial correlations
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