Scaling and criticality in a stochastic multi-agent model of a financial market
- 1 February 1999
- journal article
- research article
- Published by Springer Science and Business Media LLC in Nature
- Vol. 397 (6719), 498-500
- https://doi.org/10.1038/17290
Abstract
No abstract availableKeywords
This publication has 23 references indexed in Scilit:
- Correlations in economic time seriesPhysica A: Statistical Mechanics and its Applications, 1997
- Scaling in currency exchangePhysica A: Statistical Mechanics and its Applications, 1997
- Turbulent cascades in foreign exchange marketsNature, 1996
- Microscopic Simulation of the Stock Market: the Effect of Microscopic DiversityJournal de Physique I, 1995
- Scaling behaviour in the dynamics of an economic indexNature, 1995
- Artificial economic life: a simple model of a stockmarketPhysica D: Nonlinear Phenomena, 1994
- The Noise Trader Approach to FinanceJournal of Economic Perspectives, 1990
- Efficient Capital Markets: A Review of Theory and Empirical WorkThe Journal of Finance, 1970
- Mandelbrot and the Stable Paretian HypothesisThe Journal of Business, 1963
- The Variation of Certain Speculative PricesThe Journal of Business, 1963