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%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
}