Modeling the stylized facts in finance through simple nonlinear adaptive systems

Authors
Publication date 2001
Series CeNDEF Working Paper, 01-06
Number of pages 21
Publisher Amsterdam: Universiteit van Amsterdam
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Abstract
Document type Working paper
Published at http://www1.fee.uva.nl/cendef/publications/papers/NAScendefwp.pdf
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