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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2013
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3835857/ https://www.ncbi.nlm.nih.gov/pubmed/24278146 http://dx.doi.org/10.1371/journal.pone.0079531 |