Modelling Financial Markets by Self-Organized Criticality
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References listed on IDEAS
- C. Chiarella & X-Z. He, 2001.
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- Carl Chiarella & Xue-Zhong He, 2001. "Asset Price and Wealth Dynamics Under Heterogeneous Expectations," Research Paper Series 56, Quantitative Finance Research Centre, University of Technology, Sydney.
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- Alessandro Pluchino & Alessio. E. Biondo & Andrea Rapisarda, 2018. "Exploring the role of talent and luck in getting success," Papers 1811.05206, arXiv.org.
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- repec:wsi:acsxxx:v:21:y:2018:i:03n04:n:s0219525918500145 is not listed on IDEAS
- Zeng, Yayun & Wang, Jun & Xu, Kaixuan, 2017. "Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 364-376.
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- L. S. Di Mauro & A. Pluchino & A. E. Biondo, 2018. "A Game of Tax Evasion: evidences from an agent-based model," Papers 1809.08146, arXiv.org.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2015-07-25 (Computational Economics)
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