1. Dynamic fluctuations of cross-correlations in multi-time scale. (2019). Jiang, Xiong-Fei ; Ouyang, Fang-Yan ; Zheng, BO.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:517:y:2019:i:c:p:515-521.

   Full description at Econpapers || Download paper

2. New approaches in agent-based modeling of complex financial systems. (2017). Li, Y ; Jiang, X F ; Chen, T T ; Zheng, B.
   In: Papers.
   RePEc:arx:papers:1703.06840.

   Full description at Econpapers || Download paper

3. 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.

   Full description at Econpapers || Download paper

4. Analysis of a decision model in the context of equilibrium pricing and order book pricing. (2014). Guhr, T. ; Schmitt, T. A. ; Schafer, R. ; Wolf, D. E. ; Wagner, D. C..
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:415:y:2014:i:c:p:347-353.

   Full description at Econpapers || Download paper

5. Spatial and temporal structures of four financial markets in Greater China. (2014). Jiang, X. F. ; Ouyang, F. Y. ; Zheng, B..
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:402:y:2014:i:c:p:236-244.

   Full description at Econpapers || Download paper

6. Agent-based model with asymmetric trading and herding for complex financial systems. (2014). Chen, Jie ; Tan, Lei ; Zheng, BO.
   In: Papers.
   RePEc:arx:papers:1407.5258.

   Full description at Econpapers || Download paper

7. Spatial and temporal structures of four financial markets in Greater China. (2014). Jiang, X. F. ; Ouyang, F. Y. ; Zheng, B..
   In: Papers.
   RePEc:arx:papers:1402.1046.

   Full description at Econpapers || Download paper

8. Agent-Based Model with Asymmetric Trading and Herding for Complex Financial Systems. (2013). Tan, Lei ; Chen, Jun-Jie ; Zheng, BO.
   In: PLOS ONE.
   RePEc:plo:pone00:0079531.

   Full description at Econpapers || Download paper

9. From Minority Game to Black & Scholes pricing. (2013). Zuccolo, Valerio ; Ortisi, Matteo .
   In: Papers.
   RePEc:arx:papers:1205.2521.

   Full description at Econpapers || Download paper

10. Stock Price Processes with Infinite Source Poisson Agents. (2011). Caglar, Mine.
    In: Papers.
    RePEc:arx:papers:1106.6300.

    Full description at Econpapers || Download paper

11. Modeling interactions of trading volumes in financial dynamics. (2010). Chen, P. ; Ren, F. ; Zheng, B..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:14:p:2744-2750.

    Full description at Econpapers || Download paper

12. Analysis of price behavior in lazy $-game. (2009). Koide, Takeshi ; Kiniwa, Jun ; Sandoh, Hiroaki.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:18:p:3879-3891.

    Full description at Econpapers || Download paper

13. Long memory features in the high frequency data of the Korean stock market. (2008). Yoon, Seong-Min ; Kang, Sang Hoon.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:21:p:5189-5196.

    Full description at Econpapers || Download paper

14. Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy?. (2007). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2007:i:15:p:1-8.

    Full description at Econpapers || Download paper

15. Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy?. (2007). Demetrescu, Matei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-07g10014.

    Full description at Econpapers || Download paper

16. Real payoffs and virtual trading in agent based market models. (2005). Marsili, Matteo ; Ferreira, Fernando F..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:345:y:2005:i:3:p:657-675.

    Full description at Econpapers || Download paper

17. Time series analysis for minority game simulations of financial markets. (2003). Muruganandam, Paulsamy ; Francisco, Gerson ; Ferreira, Fernando F ; Machado, Birajara S.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:321:y:2003:i:3:p:619-632.

    Full description at Econpapers || Download paper

1. [1] Z. Ding, C.W.J. Granger, R.F. Engle, J. Empirical Finance 1 (1993) 83.
   Paper not yet in RePEc: Add citation now
   
2. [18] C.H. Hommes, Quantitative Finance 1 (2001) 149.
   Paper not yet in RePEc: Add citation now
   
3. [19] G. Iori, e-print adap-org=9905005; Int. J. Mod. Phys. C 10 (1999) 149.
   Paper not yet in RePEc: Add citation now
   
4. [21] J.P. Bouchaud, I. Giardina, M. Mezard, Quantitative Finance 1 (2001) 212.
   Paper not yet in RePEc: Add citation now
   
5. [23] D. Challet, M. Marsili, Y.-C. Zhang, e-print cond-mat=9909265.
   Paper not yet in RePEc: Add citation now
   
6. [25] P. Je eries, M. Hart, P.M. Hui, N.F. Johnson, e-print cond-mat=0008387.
   Paper not yet in RePEc: Add citation now
   
7. [30] W.B. Arthur, Am. Econ. Assoc. Papers Proc. 84 (1994) 406.
   Paper not yet in RePEc: Add citation now
   
8. [32] G. Canat, H. Zytnicki, M. Mezard, Ecole Polytechnique Internal Report, June 2000.
   Paper not yet in RePEc: Add citation now
   
9. [33] D. Challet, M. Marsili, Y.-C. Zhang, e-print cond-mat=0101326.
   Paper not yet in RePEc: Add citation now
   
10. [35] C. Godreche, J.M. Luck, e-print cond-mat=0010428.
    Paper not yet in RePEc: Add citation now
    
11. [36] G. Bonanno, F. Lillo, R. Mantegna, e-print cond-mat=9912006.
    Paper not yet in RePEc: Add citation now
    
12. [37] V. Plerou, P. Gopikrishnan, L.A. Amaral, X. Gabaix, H.E. Stanley, e-print cond-mat=9912051.
    Paper not yet in RePEc: Add citation now
    

13. [39] J.-P. Bouchaud, Power laws in Economics and Finance, some ideas from physics, Quantitative Finance 1 (2000) 105.

14. [8] J.-F. Muzy, J. Delour, E. Bacry, e-print cond-mat=0005400.
    Paper not yet in RePEc: Add citation now
    

1. Dynamic correlations and distributions of stock returns on Chinas stock markets. (2020). Chang, Chuo.
   In: Journal of Applied Finance & Banking.
   RePEc:spt:apfiba:v:10:y:2020:i:1:f:10_1_6.

   Full description at Econpapers || Download paper

2. 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.

   Full description at Econpapers || Download paper

3. Discrete Choices under Social Influence: Generic Properties. (2012). Phan, Denis ; Nadal, Jean-Pierre ; Semeshenko, Viktoriya ; Gordon, Mirta.
   In: Post-Print.
   RePEc:hal:journl:halshs-00135405.

   Full description at Econpapers || Download paper

4. Multiple equilibria in a monopoly market with heterogeneous agents and externalities. (2005). Phan, Denis ; Nadal, Jean-Pierre ; Gordon, Mirta B. ; Vannimenus, Jean.
   In: Quantitative Finance.
   RePEc:taf:quantf:v:5:y:2005:i:6:p:557-568.

   Full description at Econpapers || Download paper

5. Monopoly Market with Externality: an Analysis with Statistical Physics and ACE. (2003). Phan, Denis ; Nadal, Jean-Pierre ; Gordan, Mirta B. ; Vannimenus, Jean.
   In: Computational Economics.
   RePEc:wpa:wuwpco:0312002.

   Full description at Econpapers || Download paper

6. The Monopolists Market with Discrete Choices and Network Externality Revisited: Small-Worlds, Phase Transition and Avalanches in an ACE Framework. (2003). Phan, Denis ; Pajot, Stephane ; Nadal, Jean-Pierre.
   In: Computing in Economics and Finance 2003.
   RePEc:sce:scecf3:150.

   Full description at Econpapers || Download paper

7. Monopoly Market with Externality: an Analysis with Statistical Physics and Agent Based Computational Economics. (2003). Phan, Denis ; Nadal, Jean-Pierre ; Gordon, Mirta B. ; Vannimenus, Jean.
   In: Papers.
   RePEc:arx:papers:cond-mat/0311096.

   Full description at Econpapers || Download paper

8. Microscopic models for long ranged volatility correlations. (2001). Mezard, Marc ; Bouchaud, Jean-Philippe ; Giardina, Irene.
   In: Science & Finance (CFM) working paper archive.
   RePEc:sfi:sfiwpa:500024.

   Full description at Econpapers || Download paper

9. Microscopic models for long ranged volatility correlations. (2001). Mezard, Marc ; Bouchaud, Jean-Philippe ; Giardina, Irene.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:299:y:2001:i:1:p:28-39.

   Full description at Econpapers || Download paper

Report date: 2025-09-24 18:13:22 || Missing content? Let us know