Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets

DOI10.1080/14697688.2018.1460486zbMath1406.91500OpenAlexW2806744339MaRDI QIDQ4619545

Donghua Wang, Jingru Ji, Jingqing Tu

Publication date: 6 February 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2018.1460486

zbMATH Keywords

method of simulated momentsagent-based modelS\&P 500CSI 300GSL-div

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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