Microscopic understanding of heavy-tailed return distributions in an agent-based model
2012 ◽
Vol 100
(3)
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pp. 38005
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Thilo A. Schmitt
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Rudi Schäfer
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Michael C. Münnix
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Thomas Guhr
Shaheen Seedat
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Shirley Abelman
Ruth Dolado
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Vicenc Quera
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Francesc Salvador
Minoru Tabata
◽
Akira Ide
◽
Nobuoki Eshima
◽
Kyushu Takagi
◽
Yasuhiro Takei
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...
Phil Gibbs
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Tim Haslett
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Charles Osbourne
Ignacio Moya
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Manuel Chica
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Jose Luis S aez-Lozano
Manfred F. Paier
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Martina Duenser
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Astrid Unger
Danilo Liuzzi
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Aymeric Vié