Agent-based models for complex financial systems

来源 :中国物理学会2015年秋季会议 | 被引量 : 0次 | 上传用户：josenhu

【摘要】

：

　　In stock markets,there are several features,including the fat-tailed distribution of price returns,volatility clustering,return-volatility correlation and s

【作者】

：

zhengbo;

【出处】

：

中国物理学会2015年秋季会议

【发表日期】

：

2015年期

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　　In stock markets,there are several features,including the fat-tailed distribution of price returns,volatility clustering,return-volatility correlation and sector structure.We construct two models to respectively investigate the generation mechanisms of sector structure and return-volatility correlation at the microscopic level.

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