Multifractal analysis and multiagent simulation for market crash prediction
V. Romanov, V. Slepov, M. Badrina & A. Federyakov
| Year of publication: |
2008
|
|---|---|
| Authors: | Romanov, V. ; Slepov, V. ; Badrina, M. ; Federyakov, A. |
| Published in: |
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]. - Southampton [u.a.] : WIT Press, ISBN 1-84564-111-6. - 2008, p. 13-22
|
| Subject: | Simulation | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Finanzmarkt | Financial market | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003713236