Open AccessModeling Empirical Stock Market Behavior Using a Hybrid Agent-Based Dynamical Systems Model
Author(s) -
Daniel A. Cline,
Grant T. Aguinaldo,
Christian Lemp
Publication year - 2022
Publication title -
northeast journal of complex systems
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2577-8439
DOI - 10.22191/nejcs/vol4/iss2/1
Subject(s) - volatility clustering , stylized fact , stock market , econometrics , volatility (finance) , economics , stock (firearms) , computer science , autoregressive conditional heteroskedasticity , mechanical engineering , paleontology , horse , biology , engineering , macroeconomics