Information versus imitation in a real-time agent-based model of financial markets
Year of publication: |
2020
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Authors: | Biondo, Alessio Emanuele |
Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 15.2020, 3, p. 613-631
|
Subject: | Order book | Imitation | Agent based models | Time series | Networks | Agentenbasierte Modellierung | Agent-based modeling | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Imitationsstrategie | Imitation strategy | Volatilität | Volatility | Spekulation | Speculation | Wertpapierhandel | Securities trading | Kapitalmarkttheorie | Financial economics | Marktmikrostruktur | Market microstructure |
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