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  • Search: subject:"fundamentalist and chartist"
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Year of publication
Subject
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Indonesia stock market 2 financial analysis 2 fundamentalist and chartist strategy 2 multi-agent 2 Implied volatility 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 VIX 1 Volatility 1 Volatilität 1 fundamentalist and chartist 1 heterogeneous agent model 1
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Online availability
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Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Situngkir, Hokky 2 Surya, Yohanes 2 Huang, Wei 1 Li, Xiaoping 1 Zhou, Chunyang 1
Institution
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Bandung Fe Institute 1 EconWPA 1
Published in...
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Applied economics 1 Departmental Working Papers / Bandung Fe Institute 1 Finance 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Heterogeneous trading of option implied volatility
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics 55 (2023) 9, pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
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Agent-based Model Construction In Financial Economic System
Situngkir, Hokky; Surya, Yohanes - EconWPA - 2004
The paper gives picture of enrichment to economic and financial system analysis using agent-based models as a form of advanced study for financial economic data post-statistical-data analysis and micro- simulation analysis. Theoretical exploration is carried out by using comparisons of some...
Persistent link: https://www.econbiz.de/10005076985
Saved in:
Cover Image
Agent-based Model Construction In Financial Economic System
Situngkir, Hokky; Surya, Yohanes - Bandung Fe Institute - 2004
The paper gives picture of enrichment to economic and financial system analysis using agentbased models as a form of advanced study for financial economic data post-statistical-data analysis and micro-simulation analysis. Theoretical exploration is carried out by using comparisons of some usual...
Persistent link: https://www.econbiz.de/10008876752
Saved in:
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