%0 Journal Article %1 shaw2011model %A Shaw, William T. %A Schofield, Marcus %D 2011 %J Quantitative Finance %K agent based model shaw technical trading %N 0 %P 1-24 %R 10.1080/14697688.2011.642810 %T A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback %U /brokenurl# http://dx.doi.org/10.1080/14697688.2011.642810 %V 0

@article{shaw2011model, added-at = {2014-09-26T15:49:58.000+0200}, author = {Shaw, William T. and Schofield, Marcus}, biburl = {https://www.bibsonomy.org/bibtex/2f3c802e80ab1093fcd67d83996585af3/krassi}, doi = {10.1080/14697688.2011.642810}, eprint = {http://dx.doi.org/10.1080/14697688.2011.642810}, interhash = {a6bc8a9953614e5522d4fa7fde6a6c55}, intrahash = {f3c802e80ab1093fcd67d83996585af3}, journal = {Quantitative Finance}, keywords = {agent based model shaw technical trading}, number = 0, pages = {1-24}, timestamp = {2015-08-25T17:59:01.000+0200}, title = {A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback}, url = {/brokenurl# http://dx.doi.org/10.1080/14697688.2011.642810 }, volume = 0, year = 2011 }