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New Advances in Financial Economics: Heterogeneity and Simulation

Author

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  • Silvano Cincotti
  • Laura Gardini
  • Thomas Lux

Abstract

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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. 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, arXiv.org, revised Oct 2016.
    2. George Halkos & Mike G. Tsionas, 2019. "Accounting for Heterogeneity in Environmental Performance Using Data Envelopment Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 1005-1025, October.
    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.
    4. Aleksejus Kononovicius & Vygintas Gontis, 2014. "Herding interactions as an opportunity to prevent extreme events in financial markets," Papers 1409.8024, arXiv.org, revised May 2015.
    5. 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.

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