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New Advances in Financial Economics: Heterogeneity and Simulation


  • Silvano Cincotti


  • Laura Gardini


  • Thomas Lux



No abstract is available for this item.

Suggested Citation

  • Silvano Cincotti & Laura Gardini & Thomas Lux, 2008. "New Advances in Financial Economics: Heterogeneity and Simulation," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 1-2, September.
  • Handle: RePEc:kap:compec:v:32:y:2008:i:1:p:1-2
    DOI: 10.1007/s10614-008-9126-6

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    Cited by:

    1. Gontis, V. & Havlin, S. & Kononovicius, A. & Podobnik, B. & Stanley, H.E., 2016. "Stochastic model of financial markets reproducing scaling and memory in volatility return intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1091-1102.
    2. Vygintas Gontis & Shlomo Havlin & Aleksejus Kononovicius & Boris Podobnik & H. Eugene Stanley, 2015. "Stochastic model of financial markets reproducing scaling and memory in volatility return intervals," Papers 1507.05203,, revised Oct 2016.
    3. Anna Kowalska-Pyzalska & Katarzyna Maciejowska & Katarzyna Sznajd-Weron & Rafal Weron, 2013. "Going green: Agent-based modeling of the diffusion of dynamic electricity tariffs," HSC Research Reports HSC/13/05, Hugo Steinhaus Center, Wroclaw University of Technology.

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