A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
ALFARANO, SIMONE, LUX, THOMASVolume:
11
Language:
english
Journal:
Macroeconomic Dynamics
DOI:
10.1017/s1365100506060299
Date:
November, 2007
File:
PDF, 320 KB
english, 2007