Emergence of speculation in a hierarchical agent-based model
From MaRDI portal
Publication:6158877
DOI10.1016/j.physa.2023.128619OpenAlexW4322123841MaRDI QIDQ6158877
D. D. Vvedensky, David C. A. Meine
Publication date: 31 May 2023
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2023.128619
Cites Work
- Unnamed Item
- Existence of a phase-transition in a one-dimensional Ising ferromagnet
- MULTIFRACTALS, GENERALIZED SCALE INVARIANCE AND COMPLEXITY IN GEOPHYSICS
- DISCRETE SCALE INVARIANCE IN STOCK MARKETS BEFORE CRASHES
- Statistical mechanics of cellular automata
- Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics
- Empirical properties of asset returns: stylized facts and statistical issues
- Probability distribution of returns in the Heston model with stochastic volatility*
This page was built for publication: Emergence of speculation in a hierarchical agent-based model