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How Volatilities Nonlocal in Time Affect the Price Dynamics in Complex Financial Systems

What is the dominating mechanism of the price dynamics in financial systems is of great interest to scientists. The problem whether and how volatilities affect the price movement draws much attention. Although many efforts have been made, it remains challenging. Physicists usually apply the concepts...

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Detalles Bibliográficos
Autores principales: Tan, Lei, Zheng, Bo, Chen, Jun-Jie, Jiang, Xiong-Fei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4344208/
https://www.ncbi.nlm.nih.gov/pubmed/25723154
http://dx.doi.org/10.1371/journal.pone.0118399