Loading...
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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Artigo |
| Language: | Inglês |
| Published: |
Public Library of Science
2013
|
| Subjects: | |
| Online Access: | 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|