Microscopic understanding of heavy-tailed return distributions in an agent-based model

Author： Schmitt Thilo A.   Schäfer Rudi   Münnix Michael C.   Guhr Thomas  

Publisher： Edp Sciences

E-ISSN： 1286-4854|100|3|38005-38005

ISSN： 0295-5075

Source： EPL (EUROPHYSICS LETTERS), Vol.100, Iss.3, 2012-11, pp. : 38005-38005

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