A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL...

A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY

ALFARANO, SIMONE, LUX, THOMAS
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Volume:
11
Language:
english
Journal:
Macroeconomic Dynamics
DOI:
10.1017/s1365100506060299
Date:
November, 2007
File:
PDF, 320 KB
english, 2007
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