Georges Harras

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

445

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Endogenous Versus Exogenous Origins of Financial Rallies and Crashes in an Agent-Based Model with Bayesian Learning and Imitation

Swiss Finance Institute Research Paper No. 08-16
Number of pages: 40 Posted: 07 Jul 2008
Georges Harras and Didier Sornette
affiliation not provided to SSRN and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 407 (72,483)
Citation 4

Abstract:

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stock market, crash, rallies, bubble, herding, news

2.

Disorder-Induced Volatility of Collective Dynamics

CCSS Working Paper No. CCSS-10-001
Number of pages: 7 Posted: 27 Apr 2010
Georges Harras, Claudio J. Tessone and Didier Sornette
affiliation not provided to SSRN, ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 38 (439,252)

Abstract:

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volatility, stochastic processes, financial markets