An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns
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Cited by:
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- Michael Heinrich Baumann & Michaela Baumann & Lars Grüne & Bernhard Herz, 2023. "Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 855-890, October.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2019-02-04 (Computational Economics)
- NEP-HME-2019-02-04 (Heterodox Microeconomics)
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