Modeling the stylized facts in finance through simple nonlinear adaptive systems

Authors
Publication date 2002
Journal Proceedings of the National Academy of Sciences of the United States of America
Volume | Issue number 99
Pages (from-to) 7221-7228
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1073/pnas.082080399
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