Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems
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- Zhi-Feng Huang & Sorin Solomon, 2000. "Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems," Papers cond-mat/0008026, arXiv.org.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sorin Solomon & Nataša Golo, 2015.
"Microeconomic structure determines macroeconomic dynamics: Aoki defeats the representative agent,"
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Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 5-30, April.
- Sorin Solomon & Natasa Golo, 2014. "Microeconomic Structure determines Macroeconomic Dynamics. Aoki defeats the Representative Agent," Papers 1401.7496, arXiv.org.
- Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003.
"Traders' Long-Run Wealth in an Artificial Financial Market,"
Springer;Society for Computational Economics, vol. 22(2), pages 255-272, October.
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- Mikhail Goykhman, 2017. "Wealth dynamics in a sentiment-driven market," Papers 1705.07092, arXiv.org.
- Masanao Aoki & Hiroshi Yoshikawa, 2006. "Stock Prices and the Real Economy: Power Law versus Exponential Distributions," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(1), pages 45-73, May.
- Aoki, Masanao, 2008.
"Thermodynamic limits of macroeconomic or financial models: One- and two-parameter Poisson-Dirichlet models,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(1), pages 66-84, January.
- Masanao Aoki, "undated". "Thermodynamic Limits of Macroeconomic or Financial Models: One- and Two-Parameter Poisson-Dirichlet Models," UCLA Economics Online Papers 391, UCLA Department of Economics.
- Masanao Aoki, 2006. "Thermodynamic Limits of Macroeconomic or Financial Models: One-and Two-Parameter Poisson-Dirichlet Models," CIRJE F-Series CIRJE-F-445, CIRJE, Faculty of Economics, University of Tokyo.
- Masanao Aoki, 2006. "Thermodynamic Limits of Macroeconomic or Financial Models: One-and Two-Parameter Poisson-Dirichlet Models (Forthcoming in "Journal of Economic Dynamics and Control", 2007. )," CARF F-Series CARF-F-083, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2007. "Agent-based Models of Financial Markets," Papers physics/0701140, arXiv.org.
- Solomon, Sorin & Richmond, Peter, 2001. "Power laws of wealth, market order volumes and market returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 188-197.
- E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001. "Microscopic Models of Financial Markets," Papers cond-mat/0110354, arXiv.org.
- Masanao Aoki, 2006. "Long-run Behavior of Macroeconomic Models with Heterogeneous Agents: Asymptotic Behavior of One- and Two-Parameter Poisson-Dirichlet Distributions," CIRJE F-Series CIRJE-F-425, CIRJE, Faculty of Economics, University of Tokyo.
- repec:eee:phsmap:v:488:y:2017:i:c:p:132-148 is not listed on IDEAS
More about this item
Keywordsstochastic model; returns distribution; gaussian; levy distribution; power tails;
NEP fieldsThis paper has been announced in the following NEP Reports:
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