A minimal noise trader model with realistic time series
Simone Alfarano () and
No 317, Computing in Economics and Finance 2002 from Society for Computational Economics
Keywords: Herd behaviour; speculative dynamics; fat tails; volatility clustering (search for similar items in EconPapers)
JEL-codes: G12 C61 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:sce:scecf2:317
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