37 citations · 46 across the 2 of their papers we have counts for
2 papers
q-fin.GN2015★ 37 cited
Agent-based model with multi-level herding for complex financial systems
Jun-Jie Chen, Lei Tan, Bo Zheng
In complex financial systems, the sector structure and volatility clustering are respectively important features of the spatial and temporal correlations. However, the microscopic…
q-fin.GN2015★ 9 cited
How volatilities nonlocal in time affect the price dynamics in complex financial systems
Lei Tan, Bo Zheng, Jun-Jie Chen +1
What is the dominating mechanism of the price dynamics in financial systems is of great interest to scientists. The problem whether and how volatilities affect the price movement d…