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Agent-based model with multi-level herding for complex financial systems. (2015). Tan, Lei ; Chen, Jun-Jie ; Zheng, BO.
In: Papers.
RePEc:arx:papers:1504.01811.

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  2. Simplified calculations of time correlation functions in non-stationary complex financial systems. (2022). Li, Yan ; Jiang, Xiong-Fei ; Jin, Li-Fu ; Zhang, Jiu ; Zheng, BO.
    In: Physica A: Statistical Mechanics and its Applications.
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  3. Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large-scale agent-based model. (2021). Ormerod, Paul ; Prokopenko, Mikhail ; Harre, Michael ; Glavatskiy, Kirill S ; Carro, Adrian.
    In: SN Business & Economics.
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  4. A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets. (2020). Nikolova, Venelina ; Sanchez-Granero, Miguel Angel ; Fernandez-Martinez, Manuel ; Trinidad, Juan E.
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  5. A novel approach to detect volatility clusters in financial time series. (2019). TRINIDAD-SEGOVIA, JUAN ; Fernandez-Martinez, M ; Sanchez-Granero, M A.
    In: Physica A: Statistical Mechanics and its Applications.
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  6. Coherence and anti-coherence resonance of corporation finance. (2019). Tang, Nian-Sheng ; Li, Jiang-Cheng ; Zhong, Guang-Yan ; Mei, Dong-Cheng ; Long, Chao.
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  7. Public Support of Solar Electricity and its Impact on Households - Prosumers. (2018). Jarmila, Zimmermannova ; Adam, Pawliczek ; Petr, Ermak.
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  8. Information driving force and its application in agent-based modeling. (2018). Li, Yan ; Jiang, Xiong-Fei ; Chen, Ting-Ting ; Zheng, BO.
    In: Physica A: Statistical Mechanics and its Applications.
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  9. Self-reinforcing feedback loop in financial markets with coupling of market impact and momentum traders. (2018). Xu, Wen-Juan ; Qiu, Tian ; Chen, Rong-Da ; Zhong, Li-Xin ; Ren, Fei.
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  10. Modelling stock correlations with expected returns from investors. (2018). Li, Sai-Ping ; Yang, Ming-Yuan ; Zhong, Li-Xin ; Ren, Fei.
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  11. New approaches in agent-based modeling of complex financial systems. (2017). Li, Y ; Jiang, X F ; Chen, T T ; Zheng, B.
    In: Papers.
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  12. Exploring Market State and Stock Interactions on the Minute Timescale. (2016). Tan, Lei ; Chen, Jun-Jie ; Ouyang, Fang-Yan ; Zheng, BO.
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  44. Fearless versus fearful speculative financial bubbles. (2004). Andersen, J. V. ; Sornette, D..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:337:y:2004:i:3:p:565-585.

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  45. LARCH, Leverage and Long Memory. (2003). Leipus, Remigijus ; Robinson, Peter M ; Giraitis, Liudas ; Surgailis, Donatas.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:460.

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  46. An introduction to statistical finance. (2002). Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:313238.

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  47. An introduction to statistical finance. (2002). Bouchaud, Jean-Philippe.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:313:y:2002:i:1:p:238-251.

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  48. More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:29960.

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  49. Learning the optimal trading strategy. (2001). Marschinski, Robert ; Matassini, Lorenzo ; Franci, Fabio .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:294:y:2001:i:1:p:213-225.

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  50. Correlation structure of extreme stock returns. (2000). Potters, Marc ; Cizeau, Pierre ; Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:0006034.

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