A generative approach on the relationship between trading volume, prices, returns and volatility of financial assets
Year of publication: |
2009
|
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Authors: | Pascual, José Antonio ; Pajares Gutiérrez, Javier |
Published in: |
Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]. - Berlin : Springer, ISBN 978-3-642-02955-4. - 2009, p. 185-196
|
Subject: | Finanzmarkt | Financial market | Agentenbasierte Modellierung | Agent-based modeling | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Volatilität | Volatility | Theorie | Theory |
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