Shock transfer by arbitrage trading : analysis using multi-asset artificial market
Year of publication: |
2015
|
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Authors: | Torii, Takuma ; Izumi, Kiyoshi ; Yamada, Kenta |
Published in: |
Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 12.2015, 2, p. 395-412
|
Subject: | Artificial market | Multi-asset | Shock transfer | Trading regulation | Schock | Shock | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Arbitrage |
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