Heterogeneity, nonlinearity and endogenous market volatility
type: Item
instance of: scholarly article
title: Heterogeneity, nonlinearity and endogenous market volatility
zbMATH Open document ID: 1338.93052
author: Hong-Quan Li
author: Wei Shang
author: Shouyang Wang
published in: Journal of Systems Science and Complexity
publication date: 2016-06-29T00:00:00Z
Mathematics Subject Classification ID: 93A30
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 6599409
zbMATH Keywords: computational finance
zbMATH Keywords: endogenous volatility
zbMATH Keywords: heterogeneous agents
zbMATH Keywords: noisy chaos
zbMATH Keywords: nonlinearity
zbMATH Keywords: stylized facts
MaRDI profile type: Publication
full work available at URL: s11424-011-9054-8
OpenAlex ID: W2067045252
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DOI: 10.1007/S11424-011-9054-8
description: scientific article; zbMATH DE number 6599409