Discovering traders' heterogeneous behavior in high-frequency financial data
Ya-Chi Huang, Chueh-Yung Tsao
| Year of publication: |
April 2018
|
|---|---|
| Authors: | Huang, Ya-Chi ; Tsao, Chueh-Yung |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 4, p. 821-846
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| Subject: | Heterogeneous agent model | High-frequency financial data | Market microstructure | Marktmikrostruktur | Finanzmarkt | Financial market | Theorie | Theory | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Zeitreihenanalyse | Time series analysis | Agentenbasierte Modellierung | Agent-based modeling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9643-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011971267