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Transaction tax, heterogeneous traders and market volatility 期刊论文
KYBERNETES, 2015, 卷号: 44, 期号: 5, 页码: 757-770
Authors:  Li, Hongquan;  Cheng, Gang;  Wang, Shouyang
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Economics  Risk management  Complexity  Simulation  Modelling  
Heterogeneity, nonlinearity and endogenous market volatility 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 卷号: 24, 期号: 6, 页码: 1130-1142
Authors:  Li, Hongquan;  Wang, Shouyang;  Shang, Wei
Favorite  |  View/Download:10/0  |  Submit date:2018/07/30
Computational finance  endogenous volatility  heterogeneous agents  noisy chaos  nonlinearity  stylized facts