Učitavanje...

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...

Cijeli opis

Spremljeno u:
Bibliografski detalji
Glavni autori: Chen, Jun-Jie, Zheng, Bo, Tan, Lei
Format: Artigo
Jezik:Inglês
Izdano: Public Library of Science 2013
Teme:
Online pristup:https://ncbi.nlm.nih.gov/pmc/articles/PMC3835857/
https://ncbi.nlm.nih.gov/pubmed/24278146
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0079531
Oznake: Dodaj oznaku
Bez oznaka, Budi prvi tko označuje ovaj zapis!