Detecting fractal/multifractal and asymmetric properties in an artificial quote-driven financial market (Q3573164)
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scientific article; zbMATH DE number 5728908
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| English | Detecting fractal/multifractal and asymmetric properties in an artificial quote-driven financial market |
scientific article; zbMATH DE number 5728908 |
Statements
DETECTING FRACTAL/MULTIFRACTAL AND ASYMMETRIC PROPERTIES IN AN ARTIFICIAL QUOTE-DRIVEN FINANCIAL MARKET (English)
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30 June 2010
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nonlinearity
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asymmetric behaviors
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Ising model
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heterogeneous agents
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bounded rationality
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quote-driven market
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0.7216882109642029
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0.7210164666175842
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