Predator–prey model for stock market fluctuations
Author:
Funder
AEI/FEDER
Agència de Gestió d’Ajuts Universitaris i de Recerca
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Business and International Management
Link
http://link.springer.com/content/pdf/10.1007/s11403-020-00284-4.pdf
Reference43 articles.
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2. Bouchaud J-P, Cont R (1998) A Langevin approach to stock market fluctuations and crashes. Eur Phys J B 6:543–550. https://doi.org/10.1007/s100510050582
3. Bouchaud J-P, Matacz A, Potters M (2001) Leverage effect in financial markets: the retarded volatility model. Phys Rev Lett 87:228701. https://doi.org/10.1103/PhysRevLett.87.228701
4. Bouchaud J-P, Farmer JD, Lillo F (2009) How markets slowly digest changes in supply and demand. In: Schenk-Hoppé KR, Hens T (eds) Handbook of financial markets: dynamics and evolution. North-Holland, Amsterdam, pp 57–160
5. Brody DC, Davis MHA, Friedman RL, Hughston LP (2009) Informed traders. Proc R Soc A 465:1103–1122. https://doi.org/10.1098/rspa.2008.0465
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