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Agent-based model with asymmetric trading and herding for complex financial systems.
BACKGROUND: For complex financial systems, the negative and positive return-volatility correlations, i.e., the so-called leverage and anti-leverage effects, are particularly important for the understanding of the price dynamics. However, the microscopic origination of the leverage and anti-leverage...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science (PLoS)
2013-01-01
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| Colecção: | PLoS ONE |
| Acesso em linha: | http://europepmc.org/articles/PMC3835857?pdf=render |
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