What really causes large price changes?
Authors:
J. Doyne Farmer a;
L
szl
Gillemot ab;
Fabrizio Lillo ac;
Szabolcs Mike ab;
Anindya Sen ad
szl
Gillemot ab;
Fabrizio Lillo ac;
Szabolcs Mike ab;
Anindya Sen ad
| Affiliations: | a Santa Fe Institute, Santa Fe, NM 87501, USA |
| b Budapest University of Technology and Economics, H-1111 Budapest, Hungary | |
| c Istituto Nazionale per la Fisica della Materia, Palermo University, Italy | |
| d Mathematics Department, University of Chicago, Chicago, IL, USA |
DOI:
10.1080/14697680400008627
Publication Frequency:
8 issues per year
Number of References: 65
Formats available:
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(English)
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(English)
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