Agent-based model with multi-level herding for complex financial systems
Author:
Publisher
Springer Science and Business Media LLC
Subject
Multidisciplinary
Link
http://www.nature.com/articles/srep08399.pdf
Reference55 articles.
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4. Bouchaud, J. P., Matacz, A. & Potters, M. Leverage effect in financial markets: the retarded volatility model. Phys. Rev. Lett. 87, 228701 (2001).
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