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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
2013
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| Assuntos: | |
| Acesso em linha: | 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 |
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