Stock Prices and the Real Economy: Power Law versus Exponential Distributions
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Bibliographic InfoArticle provided by Springer in its journal Journal of Economic Interaction and Coordination.
Volume (Year): 1 (2006)
Issue (Month): 1 (May)
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Web page: http://www.springer.com/economics/economic+theory/journal/11403
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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Computing in Economics and Finance 2001
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- Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394.
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- Makoto Nirei, 2008. "Self-organized criticality in a herd behavior model of financial markets," Journal of Economic Interaction and Coordination, Springer, vol. 3(1), pages 89-97, June.
- Sheri Markose, 2006. "Developments in experimental and agent-based computational economics (ACE): overview," Journal of Economic Interaction and Coordination, Springer, vol. 1(2), pages 119-127, November.
- Masanao Aoki, 2006.
"Thermodynamic Limits of Macroeconomic or Financial Models: One-and Two-Parameter Poisson-Dirichlet Models,"
CIRJE-F-445, CIRJE, Faculty of Economics, University of Tokyo.
- Aoki, Masanao, 2008. "Thermodynamic limits of macroeconomic or financial models: One- and two-parameter Poisson-Dirichlet models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 66-84, January.
- Masanao Aoki, . "Thermodynamic Limits of Macroeconomic or Financial Models: One- and Two-Parameter Poisson-Dirichlet Models," UCLA Economics Online Papers 391, UCLA Department of Economics.
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