An agent-based model of intra-day financial markets dynamics
Jacopo Staccioli, Mauro Napoletano
| Year of publication: |
2021
|
|---|---|
| Authors: | Staccioli, Jacopo ; Napoletano, Mauro |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 182.2021, p. 331-348
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| Subject: | Agent-based artificial stock markets | High-Frequency Trading | Intra-day financial dynamics | Market microstructure | Stylised facts | Agentenbasierte Modellierung | Agent-based modeling | Marktmikrostruktur | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Theorie | Theory | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2020.05.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012598343