Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets
JingRu Ji, Donghua Wang and JingQing Tu
Year of publication: |
2018
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Authors: | Ji, Jingru ; Wang, Donghua ; Tu, JingQing |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 12, p. 2067-2083
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Subject: | Agent-based model | CSI 300 | GSL-div | Method of simulated moments | S&P 500 | Agentenbasierte Modellierung | Agent-based modeling | Simulation | Aktienmarkt | Stock market | China | Theorie | Theory | Marktmikrostruktur | Market microstructure |
Saved in:
Online Resource