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Handbook of Financial Markets: Dynamics and Evolution by Klaus Reiner Schenk-Hoppe, Thorsten Hens

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References

Abhyankar et al., 1995 A. Abhyankar, L. Copeland, W. Wong, Moment condition failure in high-frequency financial data: Evidence from S&P 500 Applied Economics Letters 2 1995288-290

Alfarano and Lux, 2007 S. Alfarano, T. Lux, A noise trader model as a generator of apparent power laws and long memory Macroeconomic Dynamics 11 200780-101

Alfarano et al., 2005 S. Alfarano, T. Lux, F. Wagner, Estimation of agent-based models: The case of an asymmetric herding model Computational Economics 26 200519-49

Alfarano et al., 2008 S. Alfarano, T. Lux, F. Wagner, Time-variation of higher moments in financial markets with heterogeneous agents: An analytical approach Journal of Economic Dynamics and Control 32 2008101-136

Alfarano and ...

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