Economics Department, Polytechnic University of Marche,
Piazzale Martelli, 8 - 60121 Ancona, Italy
Piazzale Martelli, 8 - 60121 Ancona, Italy
Poster Presentations & Abstracts
(in alphabetical order of author)
Credit Market interaction with real markets: An agent-based model
M. Catalano
A Comparative Study of Stochastic Volatility Models
E. Cisana, L. Fermi, G. Montagna, O. Nicrosini
Relationship Between Degree of E1ciency and Prediction in Stock Price Changes
C. Eom, G. Oh, S. Choi and W. Jung
Statistical properties of short term price trends in high frequency stock market data
P. Sieczka, J. A. Holyst