Exploring price fluctuations in a double auction market
Year of publication: |
August 2016
|
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Authors: | Ji, Mingjie ; Li, Honggang |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 2, p. 189-209
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Subject: | Continuous double auctions | Market microstructure | Heterogeneous agents | Price fluctuations | Auktionstheorie | Auction theory | Marktmikrostruktur | Agentenbasierte Modellierung | Agent-based modeling | Volatilität | Volatility |
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