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Jie-Jun Tseng

1 paper here

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  • q-fin.TR1
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  • Jie-Jun Tseng — 1 paper

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most citedStatistical properties of agent-based models in markets with continuous double auction mechanism

31 citations · 31 across the 1 of their papers we have counts for

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1 paper · 1 filter

q-fin.TR2010★ 31 cited

Statistical properties of agent-based models in markets with continuous double auction mechanism

Jie-Jun Tseng, Chih-Hao Lin, Chih-Ting Lin +2

Real world markets display power-law features in variables such as price fluctuations in stocks. To further understand market behavior, we have conducted a series of market experim…

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