Imon Palit, Steve Phelps, Wing Lon Ng. Can a zero-intelligence plus model explain the stylized facts of financial time series data?. In Wiebe van der Hoek, Lin Padgham, Vincent Conitzer, Michael Winikoff, editors, International Conference on Autonomous Agents and Multiagent Systems, AAMAS 2012, Valencia, Spain, June 4-8, 2012 (3 Volumes). pages 653-660, IFAAMAS, 2012. [doi]
Abstract is missing.