Impact of investor's varying risk aversion on the dynamics of asset price fluctuations
10.1007/s11403-006-0011-x
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2014
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sg-nus-scholar.10635-987512024-11-08T23:21:24Z Impact of investor's varying risk aversion on the dynamics of asset price fluctuations Yuan, B. Chen, K. PHYSICS Agent-based model Asset price fluctuation Dynamic risk aversion Dynamics of financial markets Financial time series Volatility clustering 10.1007/s11403-006-0011-x Journal of Economic Interaction and Coordination 1 2 189-214 2014-10-16T09:50:59Z 2014-10-16T09:50:59Z 2006-11 Conference Paper Yuan, B., Chen, K. (2006-11). Impact of investor's varying risk aversion on the dynamics of asset price fluctuations. Journal of Economic Interaction and Coordination 1 (2) : 189-214. ScholarBank@NUS Repository. https://doi.org/10.1007/s11403-006-0011-x 1860711X http://scholarbank.nus.edu.sg/handle/10635/98751 NOT_IN_WOS Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| topic |
Agent-based model Asset price fluctuation Dynamic risk aversion Dynamics of financial markets Financial time series Volatility clustering |
| spellingShingle |
Agent-based model Asset price fluctuation Dynamic risk aversion Dynamics of financial markets Financial time series Volatility clustering Yuan, B. Chen, K. Impact of investor's varying risk aversion on the dynamics of asset price fluctuations |
| description |
10.1007/s11403-006-0011-x |
| author2 |
PHYSICS |
| author_facet |
PHYSICS Yuan, B. Chen, K. |
| format |
Conference or Workshop Item |
| author |
Yuan, B. Chen, K. |
| author_sort |
Yuan, B. |
| title |
Impact of investor's varying risk aversion on the dynamics of asset price fluctuations |
| title_short |
Impact of investor's varying risk aversion on the dynamics of asset price fluctuations |
| title_full |
Impact of investor's varying risk aversion on the dynamics of asset price fluctuations |
| title_fullStr |
Impact of investor's varying risk aversion on the dynamics of asset price fluctuations |
| title_full_unstemmed |
Impact of investor's varying risk aversion on the dynamics of asset price fluctuations |
| title_sort |
impact of investor's varying risk aversion on the dynamics of asset price fluctuations |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/98751 |
| _version_ |
1821207680474152960 |