Long memory in a minimal trading model

Submitted by masterofall on Tue, 04/28/2015 - 11:25
TitleLong memory in a minimal trading model
Publication TypeConference Paper
Year of Publication2015
AuthorsHeyken, P, Patzelt, F, Pawelzik, K
Conference NameVerhandlungen der Deutschen Physikalischen Gesellschaft e.V., DPG Spring Meeting 2015, Physik sozio-ökonomischer Systeme
NumberSOE 8.22
Conference LocationBerlin
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