Statistical Equilibrium Wealth Distributions in an Exchange Economy with Stochastic Preferences
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- Day, Richard H. & Huang, Weihong, 1990.
"Bulls, bears and market sheep,"
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"Price Variations in a Stock Market with Many Agents,"
Cowles Foundation Discussion Papers
1132, Cowles Foundation for Research in Economics, Yale University.
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- P. Bak & M. Paczuski & M. Shubik, 1996. "Price Variations in a Stock Market with Many Agents," Working Papers 96-09-075, Santa Fe Institute.
- 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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