finance01 "Jean-Philippe Bouchaud",copycat heuristic rule, appli

[PDF]

The Endogenous Dynamics of Markets: Price Impact, Feedback Loops ...

www.ecb.int/events/.../html/.../Session_3_presentation_paper_Bouchaud.pd... 

File Format: PDF/Adobe Acrobat - Quick View
the price is precisely the above copycat heuristic rule, applied at a tick-by- tick level. Since all agents are pretty much in the dark ...

►

[PDF]

APPROACHES TO MONETARY POLICY REVISITED - LESSONS FROM THE CRISIS

www.ecb.int/events/conferences/html/cbc6/13bouchaud6cbc.pdf?... 

File Format: PDF/Adobe Acrobat - Quick View
precisely the above copycat heuristic rule, applied at a tick-by-tick level ...

Show more results from ecb.int