Volatility analysis of financial agent-based market dynamics from stochastic contact system
Year of publication: |
December 2016
|
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Authors: | Xiao, Di ; Wang, Jun ; Niu, Hongli |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 4, p. 607-625
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Subject: | Financial agent-based price model | Stochastic contact system | Nonlinear analysis | Volatility analysis | Statistical physics | Volatilität | Volatility | Agentenbasierte Modellierung | Agent-based modeling | Stochastischer Prozess | Stochastic process | Theorie | Theory | Finanzmarkt | Financial market |
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