Agent-Based Model with Asymmetric Trading and Herding for Complex Financial Systems
Agent-Based Model with Asymmetric Trading and Herding for Complex Financial Systems
About this item
Full title
Author / Creator
Chen, Jun-Jie , Zheng, Bo and Tan, Lei
Publisher
United States: Public Library of Science
Journal title
Language
English
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Publication information
Publisher
United States: Public Library of Science
Subjects
More information
Scope and Contents
Contents
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 effe...
Alternative Titles
Full title
Agent-Based Model with Asymmetric Trading and Herding for Complex Financial Systems
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_plos_journals_1460161035
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_plos_journals_1460161035
Other Identifiers
ISSN
1932-6203
E-ISSN
1932-6203
DOI
10.1371/journal.pone.0079531
