Microscopic Models of Financial Markets
No abstract is available for this item.
|Date of creation:||2006|
|Contact details of provider:|| Postal: Coventry, CV4 7AL|
Phone: +44 (0)24 76524118
Fax: +44 (0)24 76524167
Web page: http://web.warwick.ac.uk/fac/soc/financeRepec/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- Masanao Aoki, 2002. "Open Models of Share Markets with Two Dominant Types of Participants," UCLA Economics Online Papers 107, UCLA Department of Economics.
- 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.
- 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.
- 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.
- Aleksiejuk, Agata & Hołyst, Janusz A., 2001. "A simple model of bank bankruptcies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 198-204. Full references (including those not matched with items on IDEAS)
When requesting a correction, please mention this item's handle: RePEc:wbs:wpaper:wpn06-03. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rong Leng)
If references are entirely missing, you can add them using this form.