Agent-Based Model with Asymmetric Trading and Herding for Complex Financial Systems
نویسندگان
چکیده
منابع مشابه
Agent-Based Model with Asymmetric Trading and Herding for Complex Financial Systems
BACKGROUND For complex financial systems, the negative and positive return-volatility correlations, i.e., the so-called leverage and anti-leverage effects, are particularly important for the understanding of the price dynamics. However, the microscopic origination of the leverage and anti-leverage effects is still not understood, and how to produce these effects in agent-based modeling remains ...
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ژورنال
عنوان ژورنال: PLoS ONE
سال: 2013
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0079531