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Bubbles, crashes and intermittency in agent based market models. (2002). Bouchaud, Jean-Philippe ; Giardina, Irene.
In: Science & Finance (CFM) working paper archive.
RePEc:sfi:sfiwpa:500022.

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  1. Evidence of Self-Organization in Time Series of Capital Markets. (2017). Morales-Matamoros, Oswaldo ; Soto-Campos, Carlos Arturo ; Garc, Alba Lucero .
    In: Papers.
    RePEc:arx:papers:1604.03996.

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  2. Scale Invariance, Bounded Rationality and Non-Equilibrium Economics. (2009). Vazquez, Samuel E..
    In: Papers.
    RePEc:arx:papers:0902.3840.

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  3. LEARNING AND IMITATION: TRANSITIONAL DYNAMICS IN VARIANTS OF THE BAM. (2004). Heymann, Daniel ; R. P. J. PERAZZO, ; Schuschny, A R.
    In: Advances in Complex Systems (ACS).
    RePEc:wsi:acsxxx:v:07:y:2004:i:01:n:s0219525904000020.

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  4. Volatility clustering in agent based market models. (2003). Bouchaud, Jean-Philippe ; Giardina, Irene.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:324:y:2003:i:1:p:6-16.

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