Do "complex" financial models really lead to complex dynamics? : agent-based models and multifractality
Jiri Kukacka, Ladislav Kristoufek
| Year of publication: |
2020
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|---|---|
| Authors: | Kukacka, Jiri ; Krištoufek, Ladislav |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 113.2020, p. 1-23
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| Subject: | Complex systems | Detrended fluctuation analysis | Financial agent-based models | Multifractal analysis | Time series analysis | Agentenbasierte Modellierung | Agent-based modeling | Zeitreihenanalyse | Komplexe Systeme | Finanzmarkt | Financial market | Simulation | Nichtlineare Dynamik | Nonlinear dynamics | Komplexitätsmanagement | Complexity management | Chaostheorie | Chaos theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2020.103855 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012502448