Interplay between endogenous and exogenous fluctuations in financial markets

Preprint English OPEN
Gontis, Vygintas;
(2016)

We address microscopic, agent based, and macroscopic, stochastic, modeling of the financial markets combining it with the exogenous noise. The interplay between the endogenous dynamics of agents and the exogenous noise is the primary mechanism responsible for the observ... View more
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