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Microscopic Models of Financial Markets


  • E. Samanidou
  • E. Zschischang
  • D. Stauffer
  • Thomas Lux


No abstract is available for this item.

Suggested Citation

  • E. Samanidou & E. Zschischang & D. Stauffer & Thomas Lux, 2006. "Microscopic Models of Financial Markets," Working Papers wpn06-03, Warwick Business School, Finance Group.
  • Handle: RePEc:wbs:wpaper:wpn06-03

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    References listed on IDEAS

    1. Arthur, W Brian, 1989. "Competing Technologies, Increasing Returns, and Lock-In by Historical Events," Economic Journal, Royal Economic Society, vol. 99(394), pages 116-131, March.
    2. Aoki, Masanao, 2002. "Open models of share markets with two dominant types of participants," Journal of Economic Behavior & Organization, Elsevier, vol. 49(2), pages 199-216, October.
    3. Arifovic, Jasmina, 1996. "The Behavior of the Exchange Rate in the Genetic Algorithm and Experimental Economies," Journal of Political Economy, University of Chicago Press, vol. 104(3), pages 510-541, June.
    4. E. Ahmed & H.A. Abdusalam, 2000. "On social percolation and small world network," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 16(3), pages 569-571, August.
    5. Aleksiejuk, Agata & HoƂyst, Janusz A., 2001. "A simple model of bank bankruptcies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 198-204.
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    Cited by:

    1. Barroso, Ricardo Vieira & Lima, Joaquim Ignacio Alves Vasconcellos & Lucchetti, Alexandre Henrique & Cajueiro, Daniel Oliveira, 2016. "Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning," MPRA Paper 73308, University Library of Munich, Germany.

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