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0507282 - ÚTIA 2020 RIV NL eng J - Journal Article
Krištoufek, Ladislav - Vošvrda, Miloslav
Herding, minority game, market clearing and efficient markets in a simple spin model framework.
Communications in Nonlinear Science and Numerical Simulation. Roč. 54, č. 1 (2018), s. 148-155. ISSN 1007-5704. E-ISSN 1878-7274
R&D Projects: GA ČR(CZ) GBP402/12/G097
EU Projects: European Commission(XE) 612955 - FINMAP
Institutional support: RVO:67985556
Keywords : Ising model * Efficient market hypothesis * Monte Carlo simulation
OECD category: Applied Economics, Econometrics
Impact factor: 3.967, year: 2018
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2019/E/kristoufek-0507282.pdf https://www.sciencedirect.com/science/article/pii/S1007570417301867
Permanent Link: http://hdl.handle.net/11104/0298753