The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions

Author:

Lux Thomas

Publisher

Elsevier BV

Subject

Organizational Behavior and Human Resource Management,Economics and Econometrics

Reference34 articles.

1. New Macroeconomic Modeling Approaches: Hierarchical Dynamics and Mean Field Approximations;Aoki;Journal of Economic Dynamics and Control,1994

2. Linear vs. Nonlinear Macroeconomics: A Statistical Test;Ashley;International Economic Review,1989

3. Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economics and Finance;Brock;Estudios Economicos,1993

4. Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Inference;Brock,1991

5. Information Mirages in Experimental Asset Markets;Camerer;Journal of Business,1991

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