Browsing UJI: Investigación by Author "70c7d6af-95ab-4a3f-8643-e604eff6f67c"
Now showing items 1-6 of 6
-
A note on institutional hierarchy and volatility in financial markets
Alfarano, Simone; Milakovic, Mishael; Raddant, Matthias 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 ... -
A note on institutional hierarchy and volatility in financial markets
Alfarano, Simone; Raddant, Matthias; Milakovic, Mishael 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 ... -
Advances in the agent-based modeling of economic and social behavior
Steinbacher, Mitja; Raddant, Matthias; Karimi, Fariba; Camacho Cuena, Eva; Alfarano, Simone; Iori, Giulia; Lux, Thomas 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
Kenett, Dror Y.; Raddant, Matthias; Zatlavi, Lior; Lux, Thomas; Ben-Jacob, Eshel 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 ... -
Evolvement of uniformity and volatility in the stressed global financial village
Kenett, Dror Y.; Raddant, Matthias; Lux, Thomas; Ben-Jacob, Eshel 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 ... -
Network Approaches to Interbank Markets: Foreword (Editorial)
Alfarano, Simone; Fricke, Daniel; Lux, Thomas; Raddant, Matthias Springer US (2016-06)