Volatility analysis of financial agent-based market dynamics from stochastic contact system
Di Xiao, Jun Wang, Hongli Niu
| Year of publication: |
December 2016
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|---|---|
| Authors: | Xiao, Di ; Wang, Jun ; Niu, Hongli |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 4, p. 607-625
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| Subject: | Financial agent-based price model | Stochastic contact system | Nonlinear analysis | Volatility analysis | Statistical physics | Volatilität | Volatility | Agentenbasierte Modellierung | Agent-based modeling | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9539-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712544