Author:
Brandouy Olivier,Corelli Angelo,Veryzhenko Iryna,Waldeck Roger
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Business and International Management
Reference26 articles.
1. Amaral L, Cizeau P, Gopikrishnan P, Liu Y, Meyer M, Peng CK, Stanley H (1999) Econophysics: can statistical physics contribute to the science of economics?. Comput Phys Commun 121–122: 145–152
2. Becker GS (1962) Irrational behavior and economic theory. J Polit Econ 70(3): 1–13
3. Bottazzi G, Devetag G, Ponta F (2011) Does volatility matter? Expectations of price return and variability in an asset pricing experiment. J Econ Behav Organ 77: 124–146
4. Cliff D, Bruten J, Road F (1997) Zero is not enough: on the lower limit of agent intelligence for continuous double auction markets. Technical report of the Hewlett-Packard Laboratories. HPL-97-141
5. Cont R (2000) Empirical properties of asset returns: stylized facts and statistical issues. Qaunt Finance 1(2001): 223–236
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献