Showing 1 - 10 of 33
It is a well-known fact that most of the asset returns tend to be skewed and heavytailed. Heavy tailed distributions such as the Student’s t distribution and Stable distribution are commonly used in finance to model asset returns that areheavy tailed. Additionally, Stable distribution allows...
Persistent link: https://www.econbiz.de/10010058691
the different network topologies, mimetic contagion arises through the adaptive behavior of the heterogeneous agents … communication networks. Simulation results suggest a correlation between the network centralization measures and the volatility of … the resulting stock prices. -- microsimulation ; financial markets ; network topologies ; mimetic contagion ; herd …
Persistent link: https://www.econbiz.de/10010079539
Persistent link: https://www.econbiz.de/10008379986
Persistent link: https://www.econbiz.de/10010184115
Persistent link: https://www.econbiz.de/10010184460
Persistent link: https://www.econbiz.de/10010147097
Persistent link: https://www.econbiz.de/10010147098
Persistent link: https://www.econbiz.de/10010147100
Persistent link: https://www.econbiz.de/10010147101
Persistent link: https://www.econbiz.de/10010147102