Log in to save to my catalogue

Econophysics review: II. Agent-based models

Econophysics review: II. Agent-based models

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1080_14697688_2010_539249

Econophysics review: II. Agent-based models

About this item

Full title

Econophysics review: II. Agent-based models

Publisher

Bristol: Routledge

Journal title

Quantitative finance, 2011-07, Vol.11 (7), p.1013-1041

Language

English

Formats

Publication information

Publisher

Bristol: Routledge

More information

Scope and Contents

Contents

This article is the second part of a review of recent empirical and theoretical developments usually grouped under the heading Econophysics. In the first part, we reviewed the statistical properties of financial time series, the statistics exhibited in order books and discussed some studies of correlations of asset prices and returns. This second p...

Alternative Titles

Full title

Econophysics review: II. Agent-based models

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_crossref_primary_10_1080_14697688_2010_539249

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1080_14697688_2010_539249

Other Identifiers

ISSN

1469-7688

E-ISSN

1469-7696

DOI

10.1080/14697688.2010.539249

How to access this item