gamma01 The Endogenous Dynamics of Markets:

来源: 2011-08-19 15:48:29 [博客] [旧帖] [给我悄悄话] 本文已被阅读:

http://www.ecb.int/events/conferences/html/cbc6/Session_3_presentation_paper_Bouchaud.pdf?242504b8922921384e558906bdbbd096

The Endogenous Dynamics of

 

Markets: Price Impact, Feedback

 

Loops and Instabilities