Heterogeneity, nonlinearity and endogenous market volatility (Q300996)
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: Heterogeneity, nonlinearity and endogenous market volatility |
scientific article; zbMATH DE number 6599409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneity, nonlinearity and endogenous market volatility |
scientific article; zbMATH DE number 6599409 |
Statements
Heterogeneity, nonlinearity and endogenous market volatility (English)
0 references
29 June 2016
0 references
computational finance
0 references
endogenous volatility
0 references
heterogeneous agents
0 references
noisy chaos
0 references
nonlinearity
0 references
stylized facts
0 references
