Volatility Analysis of Financial Agent-Based Market Dynamics from Stochastic Contact System
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wang, Wentao & Zhang, Junhuan & Zhao, Shangmei & Zhang, Yanglin, 2019. "Simulation of asset pricing in information networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 620-634.
- Wang, Guochao & Zheng, Shenzhou & Wang, Jun, 2020. "Fluctuation and volatility dynamics of stochastic interacting energy futures price model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
- Xing, Yani & Wang, Jun, 2019. "Statistical volatility duration and complexity of financial dynamics on Sierpinski gasket lattice percolation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 234-247.
- Jia, Linlu & Ke, Jinchuan & Wang, Jun, 2020. "Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
More about this item
KeywordsFinancial agent-based price model; Stochastic contact system; Nonlinear analysis; Volatility analysis; Statistical physics;
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