Emergent volatility in asset markets with heterogeneous agents.
Li, Honggang; Rosser, J. Barkley jun.
Discrete Dynamics in Nature and Society (2001)
- Volume: 6, Issue: 3, page 171-180
- ISSN: 1026-0226
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topLi, Honggang, and Rosser, J. Barkley jun.. "Emergent volatility in asset markets with heterogeneous agents.." Discrete Dynamics in Nature and Society 6.3 (2001): 171-180. <http://eudml.org/doc/124143>.
@article{Li2001,
author = {Li, Honggang, Rosser, J. Barkley jun.},
journal = {Discrete Dynamics in Nature and Society},
keywords = {emergent volatility; heterogeneous agents; complex dynamics; moving average strategy},
language = {eng},
number = {3},
pages = {171-180},
publisher = {Hindawi Publishing Corporation, New York},
title = {Emergent volatility in asset markets with heterogeneous agents.},
url = {http://eudml.org/doc/124143},
volume = {6},
year = {2001},
}
TY - JOUR
AU - Li, Honggang
AU - Rosser, J. Barkley jun.
TI - Emergent volatility in asset markets with heterogeneous agents.
JO - Discrete Dynamics in Nature and Society
PY - 2001
PB - Hindawi Publishing Corporation, New York
VL - 6
IS - 3
SP - 171
EP - 180
LA - eng
KW - emergent volatility; heterogeneous agents; complex dynamics; moving average strategy
UR - http://eudml.org/doc/124143
ER -
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