Price dynamics and market volatility : behavioral heterogeneity under switching trading strategies on artificial financial market
Yosra Mefteh Rekik & Younes Boujelbene
| Year of publication: |
2015
|
|---|---|
| Authors: | Rekik, Yosra Mefteh ; Boujelbene, Younes |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 6.2015, 2, p. 33-43
|
| Subject: | heterogeneity | artificial stock market | switching behavior | price dynamics | market volatility | Börsenkurs | Share price | Volatilität | Volatility | Theorie | Theory | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Agentenbasierte Modellierung | Agent-based modeling | Anlageverhalten | Behavioural finance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011404729