Stylized Facts in Different Dynamic Regimes of a Agent-Based Artificial Stock Market.

Tongkui Yu Mingyu Yuan Honggang Li

Published in: CSO (1) (2009)

Keyphrases

stock market
short term
stock price
stock trading
trading rules
stock exchange
financial data
financial time series
long term
stock index futures
financial news
listed companies
trading strategies
garch model
stock returns
chinese stock market
information extraction
stock market data
multi agent