Learning and the Price Dynamics of a Double-Auction Financial Market with Portfolio Traders

Andrea Consiglio (), Valerio Lacagnina () and Annalisa Russino ()
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Andrea Consiglio: Dip. di Scienze Statistiche e Matematiche
Valerio Lacagnina: Dip. di Scienze Statistiche e Matematiche
Annalisa Russino: Dip. di Scienze Statistiche e Matematiche

A chapter in Artificial Economics, 2006, pp 215-226 from Springer

Keywords: Risky Asset; Price Dynamics; Asset Return; Limit Order; Tail Dependence (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-28547-2_18

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DOI: 10.1007/3-540-28547-4_18

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