News and price returns from threshold behaviour and vice-versa: exact solution of an agent-based market model

DOI10.1088/0305-4470/39/48/001zbMath1197.91163arXivphysics/0510257OpenAlexW1964207601MaRDI QIDQ3421674

Damien Challet

Publication date: 8 February 2007

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0510257

Mathematics Subject Classification ID

Economic time series analysis (91B84) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (1)

A RANDOM CLUSTER PROCESS APPROACH TO COLLECTIVE MARKET DYNAMICS WITH LOCAL INTERACTIONS

This page was built for publication: News and price returns from threshold behaviour and vice-versa: exact solution of an agent-based market model