Complexity and the character of stock returns: empirical evidence and a model of asset prices based on complex investor learning (Q3116129)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Complexity and the character of stock returns: empirical evidence and a model of asset prices based on complex investor learning |
scientific article; zbMATH DE number 6008409
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Complexity and the character of stock returns: empirical evidence and a model of asset prices based on complex investor learning |
scientific article; zbMATH DE number 6008409 |
Statements
Complexity and the Character of Stock Returns: Empirical Evidence and a Model of Asset Prices Based on Complex Investor Learning (English)
0 references
21 February 2012
0 references
learning stock
0 references
return distribution
0 references
power-law
0 references
nonlinear dependence
0 references
artificial stock market
0 references
0.7907925844192505
0 references
0.7706657648086548
0 references
0.768024742603302
0 references
0.7647337913513184
0 references
