leptokurtosis and fat-tail尖峰厚尾;具有尖峰厚尾
In the simulation resluts, we analyse the relationship about herd behavior with“leptokurtosis and heavy tails”,“cluster”, the market stability,“leverage effect”, market foam. ,and so on.
对模拟结果分别从羊群行为与“尖峰厚尾”、“丛集性”、市场稳定性、“杠杆效应”和市场泡沫的关系等角度进行了详细的分析。
参考来源 - 投资者羊群行为的微观机理与元胞自动机模拟