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Minimal agent based model for financial markets II - Statistical properties of the linear and multiplicative dynamics

V. Alfi, M. Cristelli, L. Pietronero and A. Zaccaria

Eur. Phys. J. B, 67 3 (2009) 399-417

DOI: https://doi.org/10.1140/epjb/e2009-00029-3

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