提示
郑波
-
28浏览
-
0点赞
-
0收藏
-
0分享
-
150下载
-
0评论
-
引用
期刊论文
Two-phase phenomena, minority games, and herding models
PHYSICAL REVIEW E 69, 046115(2004)，-0001，（）：
The recently discovered two-phase phenomenon in financial markets [Nature 421, 130 (2003)] is examined with the German financial index DAX, minority games, and dynamic herding models. It is observed that the two-phase phenomenon is an important characteristic of financial dynamics, independent of volatility clustering. An interacting herding model correctly produces the two-phase phenomenon.
【免责声明】以下全部内容由[郑波]上传于[2005年03月08日 19时36分24秒]，版权归原创者所有。本文仅代表作者本人观点，与本网站无关。本网站对文中陈述、观点判断保持中立，不对所包含内容的准确性、可靠性或完整性提供任何明示或暗示的保证。请读者仅作参考，并请自行承担全部责任。
本学者其他成果
同领域成果
