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A mean-field model of investor behaviour

Journal of Physics: Conference Series (2006) 55(1) 55-62
DOI: 10.1088/1742-6596/55/1/005
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Abstract

In this note we investigate the ability of a mean-field model distilled from a heterogeneous agent model to simulate stylized facts of financial times series. © 2006 IOP Publishing Ltd.

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CITATION STYLE

APA

Cross, R., Grinfeld, M., & Lamba, H. (2006). A mean-field model of investor behaviour. In Journal of Physics: Conference Series (Vol. 55, pp. 55–62). Institute of Physics Publishing. https://doi.org/10.1088/1742-6596/55/1/005

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