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Herd behavior and aggregate fluctuations in financial markets. (1997). Cont, Rama ; Bouchaud, Jean-Philippe.
In: Finance.
RePEc:wpa:wuwpfi:9712008.

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  3. Replicating financial market dynamics with a simple self-organized critical lattice model. (2010). Fiebig, H. R. ; Musgrove, D. P. ; Dupoyet, B..
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  4. Price fluctuations from the order book perspective—empirical facts and a simple model. (2001). Maslov, Sergei ; Mills, Mark.
    In: Physica A: Statistical Mechanics and its Applications.
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