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Information about:
Damien Challet

Personal Details | Affiliation | Works
This is information that was supplied by Damien Challet in registering through RePEc. If you are Damien Challet , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Damien
Middle Name:
Last Name: Challet
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RePEc Short-ID: pch419

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Homepage: http://damien.challet.googlepages.com/research
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Challet, Damien & Solomon, Sorin & Yaari, Gur, 2009. "The Universal Shape of Economic Recession and Recovery after a Shock," Economics Discussion Papers 2009-6, Kiel Institute for the World Economy. [Downloadable!]
    Other versions:

  2. Challet, Damien & Peirano, Pier Paolo, 2008. "The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures," MPRA Paper 9770, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  3. Christina Matzke & Damien Challet, 2008. "Taking a shower in Youth Hostels: risks and delights of heterogeneity," Bonn Econ Discussion Papers bgse1_2008, University of Bonn, Germany. [Downloadable!]

  4. Linyuan L\"u & Matus Medo & Yi-Cheng Zhang & Damien Challet, 2008. "Emergence of product differentiation from consumer heterogeneity and asymmetric information," Quantitative Finance Papers 0804.1229, arXiv.org, revised Jun 2008. [Downloadable!]

  5. Damien Challet, 2007. "Feedback and efficiency in limit order markets," Quantitative Finance Papers 0709.3005, arXiv.org, revised Sep 2007. [Downloadable!]

  6. Damien Challet, 2007. "So you are about to make money in financial markets. Should you tell your friends how?," Quantitative Finance Papers physics/0702210, arXiv.org, revised May 2007. [Downloadable!]

  7. Damien Challet, 2006. "The demise of constant price impact functions and single-time step models of speculation," Quantitative Finance Papers physics/0608013, arXiv.org, revised Nov 2006. [Downloadable!]

  8. Thierry Bochud & Damien Challet, 2006. "Optimal approximations of power-laws with exponentials," Quantitative Finance Papers physics/0605149, arXiv.org, revised May 2006. [Downloadable!]

  9. Damien Challet, 2005. "Inter-pattern speculation: beyond minority, majority and $-games," Finance 0503006, EconWPA. [Downloadable!]
    Published as:

  10. Damien Challet, 2005. "News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model," Quantitative Finance Papers physics/0510257, arXiv.org, revised Oct 2006. [Downloadable!]

  11. Damien Challet & Tobias Galla, 2004. "Price return auto-correlation and predictability in agent-based models of financial markets," Quantitative Finance Papers cond-mat/0404264, arXiv.org, revised Dec 2004. [Downloadable!]
    Published as:

  12. Damien Challet & Matteo Marsili & Gabriele Ottino, 2004. "Shedding light on El Farol," Game Theory and Information 0406002, EconWPA. [Downloadable!]

  13. Damien Challet & Matteo Marsili, 2002. "Criticality and finite size effects in a simple realistic model of stock market," Quantitative Finance Papers cond-mat/0210549, arXiv.org, revised Dec 2002. [Downloadable!]

  14. Damien Challet & Robin Stinchcombe, 2002. "Limit order market analysis and modelling: on an universal cause for over-diffusive prices," Quantitative Finance Papers cond-mat/0211082, arXiv.org. [Downloadable!]

  15. R. D. Willmann & G. M. Schuetz & D. Challet, 2002. "Exact Hurst exponent and crossover behavior in a limit order market model," Quantitative Finance Papers cond-mat/0206446, arXiv.org. [Downloadable!]

  16. Damien Challet & Robin Stinchcombe, 2001. "Analyzing and modelling 1+1d markets," Quantitative Finance Papers cond-mat/0106114, arXiv.org, revised Jun 2001. [Downloadable!]

  17. Damien Challet & Matteo Marsili & Yi-Cheng Zhang, 2001. "Stylized facts of financial markets and market crashes in Minority Games," Quantitative Finance Papers cond-mat/0101326, arXiv.org. [Downloadable!]

  18. D. Challet & M. Marsili & Y. -C. Zhang, 2001. "Minority Games and stylized facts," Quantitative Finance Papers cond-mat/0103024, arXiv.org, revised Mar 2001. [Downloadable!]

  19. D. Challet & M. Marsili & R. Zecchina, 2000. "Comment on: Thermal model for Adaptive Competition in a Market," Quantitative Finance Papers cond-mat/0004308, arXiv.org, revised May 2000. [Downloadable!]

  20. D. Challet & A. Chessa & M. Marsili & Y. -C. Zhang, 2000. "From Minority Games to real markets," Quantitative Finance Papers cond-mat/0011042, arXiv.org. [Downloadable!]

  21. M. Marsili & D. Challet, 2000. "Trading behavior and excess volatility in toy markets," Quantitative Finance Papers cond-mat/0004376, arXiv.org, revised Jun 2000. [Downloadable!]
    Published as:

  22. Damien Challet & Matteo Marsili & Yi-Cheng Zhang, 1999. "Modeling Market Mechanism with Minority Game," Quantitative Finance Papers cond-mat/9909265, arXiv.org. [Downloadable!]

Articles

  1. Challet, Damien, 2008. "Inter-pattern speculation: Beyond minority, majority and $-games," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 85-100, January. [Downloadable!] (restricted)
    Other versions:

  2. Thierry Bochud & Damien Challet, 2007. "Optimal approximations of power laws with exponentials: application to volatility models with long memory," Quantitative Finance, Taylor and Francis Journals, vol. 7(6), pages 585-589. [Downloadable!] (restricted)

  3. Damien Challet, 2006. "Coolen, A.C.C.: The Mathematical Theory of Minority Games. Statistical Mechanics of Interacting Agents," Journal of Economics, Springer, vol. 88(3), pages 311-314, 09. [Downloadable!] (restricted)

  4. Damien Challet & Tobias Galla, 2005. "Price return autocorrelation and predictability in agent-based models of financial markets," Quantitative Finance, Taylor and Francis Journals, vol. 5(6), pages 569-576, December. [Downloadable!] (restricted)
    Other versions:

  5. Matteo Marsili & Damien Challet, 2001. "Trading Behavior And Excess Volatility In Toy Markets," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 3-17. [Downloadable!] (restricted)
    Other versions:

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2009-03-14
  2. NEP-FDG: Financial Development & Growth (1) 2009-03-14
  3. NEP-LAB: Labour Economics (1) 2008-03-08
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This page was last updated on 2009-11-8.

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