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Power-law behaviour, heterogeneity, and trend chasing
Xue Zhong He
*
, Youwei Li
*
Corresponding author for this work
University of Technology Sydney
Queen's University Belfast
Research output
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Contribution to journal
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Article
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peer-review
75
Citations (Scopus)
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Social Sciences
Behavior
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Learning Processes
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Research
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Analysis
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Markets
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Variance
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Financial Market
25%
Risk
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Example
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Prices
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Parameter
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Indexes
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Attempt
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Explanation
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Statistical Analysis
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Prominent
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Fluctuation
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Asset Pricing
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Follower
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Economics, Econometrics and Finance
Power Law
100%
Return
75%
Learning Process
50%
Price
25%
Financial Market
25%
Measure of Dispersion
25%
Generalized Autoregressive Conditional Heteroskedasticity
25%
Volatility
25%
Monte Carlo Simulation
25%
Statistical Analysis
25%
Financial Economics
25%
Computer Science
Learning Process
100%
Models
50%
Roles
50%
Statistical Analysis
50%
Underlying Mechanism
50%
Monte Carlo Simulation
50%
Market Research
50%