Quantized price volatility model for transaction data : volatility fluctuations in financial markets with heterogeneous economic agents

Hiroyuki Moriya

Year of publication:	December 2017
Authors:	Moriya, Hiroyuki
Published in:	Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 14.2017, 2, p. 397-408
Subject:	Financial markets \| Multiplicity \| Tick \| Realized volatility \| Heterogeneous economic agents \| Volatility fluctuation \| Volatilität \| Volatility \| Theorie \| Theory \| Finanzmarkt \| Financial market \| Börsenkurs \| Share price \| Agentenbasierte Modellierung \| Agent-based modeling

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011770382

A service of the