Agent-based models for market impact and volatility
Jean-Philippe Bouchaud (Capital Fund Management, Paris, France)
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Bouchaud, Jean-Philippe |
| Published in: |
Heterogeneous agent modeling. - Amsterdam, Netherlands : North-Holland, an imprint of Elsevier, ISBN 0-444-64131-9. - 2018, p. 393-436
|
| Subject: | Börsenkurs | Share price | Preis | Price | Informationswert | Information value | Volatilität | Volatility | Marktmechanismus | Market mechanism | Agentenbasierte Modellierung | Agent-based modeling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011871940