Detecting fractal/multifractal and asymmetric properties in an artificial quote-driven financial market

Fractals

Volumn 18, Issue 1, 2010, Pages 87-99

  He, Ling Yun ^a,b   Zheng, Feng ^c  

^a CHINA AGRICULTURAL UNIVERSITY   (China)

^b CHINESE ACADEMY OF SCIENCES   (China)

^c NORTH CHINA UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Asymmetric Behaviors; Bounded Rationality; Heterogeneous Agents; Ising Model; Nonlinearity; Quote Driven Market

Indexed keywords

COMMERCE; FINANCIAL MARKETS; FRACTALS;

ASYMMETRIC BEHAVIORS; BOUNDED RATIONALITY; FRACTAL/MULTIFRACTAL; HETEROGENEOUS AGENTS; MARKET MODEL; NONLINEARITY; PROPERTY; QUOTE-DRIVEN MARKET; SIMPLE++; VIRTUAL MARKETS;

ISING MODEL;

EID: 77951592397     PISSN: 0218348X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218348X10004762     Document Type: Article

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