A queueing theory description of fat-tailed price returns in imperfect financial markets
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References listed on IDEAS
- Michael Milakovic & Simone Alfarano, 2007.
"Should Network Structure Matter in Agent-Based Finance?,"
wp07-02, Warwick Business School, Finance Group.
- Alfarano, Simone & Milaković, Mishael, 2008. "Should Network Structure Matter in Agent-Based Finance?," Economics Working Papers 2008-04, Christian-Albrechts-University of Kiel, Department of Economics.
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