Volatility flocking by Cucker-Smale mechanism in financial markets
Hyeong-Ohk Bae, Seung-Yeal Ha, Yongsik Kim, Hyuncheul Lim, Jane Yoo
| Year of publication: |
2020
|
|---|---|
| Authors: | Bae, Hyeong-Ohk ; Ha, Seung-Yeal ; Kim, Yongsik ; Lim, Hyuncheul ; Yoo, Jane |
| Subject: | Cucker-Smale model | Communication weight | Flocking | Ridge regression | Volatility-Flocking Index (VFI) | Volatilität | Volatility | Finanzmarkt | Financial market | Theorie | Theory | Regressionsanalyse | Regression analysis | Aktienindex | Stock index |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-019-09299-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012271796