Ergodic fluctuations in a stock market model with interacting agents: the mean field case
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
1999
|
| Schriftenreihe: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
1999,106 |
| Beschreibung: | 46 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV026366169 | ||
| 003 | DE-604 | ||
| 005 | 20110228 | ||
| 007 | t | ||
| 008 | 110326s1999 d||| |||| 00||| eng d | ||
| 015 | |a 00,B24,0188 |2 dnb | ||
| 035 | |a (OCoLC)247823726 | ||
| 035 | |a (DE-599)BVBBV026366169 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-188 | ||
| 100 | 1 | |a Horst, Ulrich |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Ergodic fluctuations in a stock market model with interacting agents |b the mean field case |c Ulrich Horst. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| 264 | 1 | |a Berlin |c 1999 | |
| 300 | |a 46 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |v 1999,106 | |
| 810 | 2 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> |t Discussion paper |v 1999,106 |w (DE-604)BV012925295 |9 1999,106 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-021946158 | ||
Datensatz im Suchindex
| _version_ | 1804144878011023360 |
|---|---|
| any_adam_object | |
| author | Horst, Ulrich |
| author_facet | Horst, Ulrich |
| author_role | aut |
| author_sort | Horst, Ulrich |
| author_variant | u h uh |
| building | Verbundindex |
| bvnumber | BV026366169 |
| ctrlnum | (OCoLC)247823726 (DE-599)BVBBV026366169 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01161nam a2200277 cb4500</leader><controlfield tag="001">BV026366169</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20110228 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">110326s1999 d||| |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">00,B24,0188</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)247823726</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV026366169</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-188</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Horst, Ulrich</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Ergodic fluctuations in a stock market model with interacting agents</subfield><subfield code="b">the mean field case</subfield><subfield code="c">Ulrich Horst. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="c">1999</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">46 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse</subfield><subfield code="v">1999,106</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin></subfield><subfield code="t">Discussion paper</subfield><subfield code="v">1999,106</subfield><subfield code="w">(DE-604)BV012925295</subfield><subfield code="9">1999,106</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-021946158</subfield></datafield></record></collection> |
| id | DE-604.BV026366169 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:10:33Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021946158 |
| oclc_num | 247823726 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 46 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| record_format | marc |
| series2 | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Horst, Ulrich Verfasser aut Ergodic fluctuations in a stock market model with interacting agents the mean field case Ulrich Horst. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse Berlin 1999 46 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 1999,106 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 1999,106 (DE-604)BV012925295 1999,106 |
| spellingShingle | Horst, Ulrich Ergodic fluctuations in a stock market model with interacting agents the mean field case |
| title | Ergodic fluctuations in a stock market model with interacting agents the mean field case |
| title_auth | Ergodic fluctuations in a stock market model with interacting agents the mean field case |
| title_exact_search | Ergodic fluctuations in a stock market model with interacting agents the mean field case |
| title_full | Ergodic fluctuations in a stock market model with interacting agents the mean field case Ulrich Horst. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_fullStr | Ergodic fluctuations in a stock market model with interacting agents the mean field case Ulrich Horst. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_full_unstemmed | Ergodic fluctuations in a stock market model with interacting agents the mean field case Ulrich Horst. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_short | Ergodic fluctuations in a stock market model with interacting agents |
| title_sort | ergodic fluctuations in a stock market model with interacting agents the mean field case |
| title_sub | the mean field case |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT horstulrich ergodicfluctuationsinastockmarketmodelwithinteractingagentsthemeanfieldcase |