Switching by agents between two trading behaviors and the stylized facts of financial markets

2004/07/20 by François Ghoulmié, Francois Ghoulmie, Ghoulmie, Francois · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Economic theories and models #Game Theory and Applications #cond-mat.other

paper · pdf · doi:10.48550/arxiv.cond-mat/0407533

This paper has been withdrawn

arxiv created 2004/12/01 · arxiv updated 2009/12/01

Abstract

This paper has been withdrawn by the author: it was a too preliminary version.

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