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* 5 Results

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    • Publications (5)
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    • Financial Markets (1)
    • Fiscal Policy & National Budgets (1)
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  • Tags: agent-based models
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  1. Publication

    The Effects of a Financial Transaction Tax in an Artificial Financial Market

    22.08.2013

    We investigate the effects of a Financial Transaction Tax (FTT) in an order-driven artificial financial market. FTTs are meant to limit short-term speculative behavior by reducing the amount of excess liquidity in the system. To quantify these...

  2. Publication

    Stochastic Behavioral Asset Pricing Models and the Stylized Facts

    01.06.2008

    High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have...

  3. Publication

    Stochastic Behavioral Asset Pricing Models and the Stylized Facts

    01.01.2009

    High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have...

  4. Publication

    Applications of Statistical Physics in Finance and Economics

    01.06.2008

    This chapter reviews recent research adopting methods from statistical physics in theoretical or empirical work in economics and finance. The bulk of what has recently become known as 'econophysics' in broader circles draws its motivation from...

  5. Publication

    Applications of Statistical Physics in Finance and Economics

    01.06.2009

    This chapter reviews recent research adopting methods from statistical physics in theoretical or empirical work in economics and finance. The bulk of what has recently become known as 'econophysics' in broader circles draws its motivation from...

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