Listar UJI: Investigación por autoría "70c7d6af-95ab-4a3f-8643-e604eff6f67c"
Mostrando ítems 1-6 de 6
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A note on institutional hierarchy and volatility in financial markets
Taylor & Francis (2012)From a statistical point of view, the prevalence of non-Gaussian distributions in financial returns and their volatilities shows that the Central Limit Theorem (CLT) often does not apply in financial markets. In this ... -
A note on institutional hierarchy and volatility in financial markets
Taylor & Francis (2011-01)From a statistical point of view, the prevalence of non-Gaussian distributions in financial returns and their volatilities shows that the Central Limit Theorem (CLT) often does not apply in financial markets. In this ...
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Advances in the agent-based modeling of economic and social behavior
Springer (2021)In this review we discuss advances in the agent-based modeling of economic and social systems. We show the state of the art of the heuristic design of agents and how behavioral economics and laboratory experiments have ... -
Correlations and dependencies in the global finantial village
World Scientific Publishing (2012)The high degree of coupling between global financial markets has made the financial village prone to systemic collapses. Here we present a new methodology to assess and quantify inter-market relations. The approach is based ...
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Evolvement of uniformity and volatility in the stressed global financial village
Public Library of Science (2012)Background: In the current era of strong worldwide market couplings the global financial village became highly prone to systemic collapses, events that can rapidly sweep throughout the entire village. Methodology/Principal ...
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Network Approaches to Interbank Markets: Foreword (Editorial)
Springer US (2016-06)
