An empirical behavioral order-driven model with price limit rules
Year of publication: |
2021
|
---|---|
Authors: | Gu, Gao-Feng ; Xiong, Xiong ; Xu, Hai-Chuan ; Zhang, Wei ; Zhang, Yongjie ; Chen, Wei ; Zhou, Wei-Xing |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 7.2021, Art.-No. 70, p. 1-24
|
Subject: | Agent-based model | Asymmetric price limit | Econophysics | Limit order book | Order-driven model | Stylized facts | Agentenbasierte Modellierung | Agent-based modeling | Wertpapierhandel | Securities trading | Theorie | Theory | Börsenkurs | Share price | Ökonophysik | Finanzmarktregulierung | Financial market regulation | Marktmikrostruktur | Market microstructure | Volatilität | Volatility |
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