Chapter 7. Agent-Based Models for Market Impact and Volatility
Year of publication: |
2018
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Authors: | Bouchaud, Jean-Philippe |
Published in: |
Handbook of computational economics : Volume 4: Heterogeneous agent modeling. - Amsterdam : North Holland, ISBN 978-0-444-64132-8. - 2018, p. 393-436
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Subject: | Microstructure | Order flow | Impact | Agent-based models | Market stability | Agentenbasierte Modellierung | Agent-based modeling | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Theorie | Theory | Marktmechanismus | Market mechanism |
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