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Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game - MaRDI portal

Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201)

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scientific article; zbMATH DE number 7502211
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English
Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game
scientific article; zbMATH DE number 7502211

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    Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (English)
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    1 April 2022
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    financial stylized facts
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    heterogeneity
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    Pareto's law
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    round-trip trading
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    wealth distribution
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