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

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spelling	sg-nus-scholar.10635-987512021-10-26T14:24:55Z 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 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.
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_	1715197801883762688

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

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