Impact of investor's varying risk aversion on the dynamics of asset price fluctuations

Impact of investor's varying risk aversion on the dynamics of asset price fluctuations

10.1007/s11403-006-0011-x

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Bibliographic Details
Main Authors: Yuan, B., Chen, K.
Other Authors: PHYSICS
Published: 2014
Subjects:
Agent-based model
Asset price fluctuation
Dynamic risk aversion
Dynamics of financial markets
Financial time series
Volatility clustering
Online Access:http://scholarbank.nus.edu.sg/handle/10635/98751
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Institution: National University of Singapore
Description
Summary:10.1007/s11403-006-0011-x

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