Waiting Times in Simulated Stock Markets
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- Gurjeet Dhesi & Muhammad Bilal Shakeel & Ling Xiao, 2015. "Modified Brownian Motion Approach to Modelling Returns Distribution," Papers 1507.02203, arXiv.org.
More about this item
KeywordsWaiting times; Agent Based Modeling; Stock Market; Micro structures; Market Architectures;
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-03-01 (All new papers)
- NEP-CMP-2008-03-01 (Computational Economics)
- NEP-MST-2008-03-01 (Market Microstructure)
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