Chapter 15 Queuing Theoretic Approaches to Financial Price Fluctuations

Keyphrases

• Inertia 100%
• Market Microstructure 100%
• Price Fluctuation 100%
• Chapter 15 100%
• Numerical Simulation 50%
• Statistical Mechanics 50%
• Utility Maximizing 50%
• Complex Interactions 50%
• Classical Economics 50%
• Physical Science 50%
• Long-range Dependence 50%
• Stochastic Fluctuations 50%
• Stock Prices 50%
• Strong Approximation 50%
• Agent-based 50%
• Market Participants 50%
• Stylized Facts 50%
• Investor Behavior 50%
• Functional Central Limit Theorem 50%
• Return Distribution 50%
• Weak Convergence 50%
• Model Characteristics 50%
• Financial Economics 50%
• Market Value 50%
• Equilibrium Theory 50%
• Fat Tails 50%
• Economic Equilibrium 50%
• Semi-Markovian Switching 50%
• Herding Behavior 50%
• Order Flow 50%
• Behavioral Quality 50%
• Markov Switching Process 50%
• Utility Theory 50%
• Representative Investor 50%
• Volatility Clustering 50%

Mathematics

• Stochastics 100%
• Statistical Mechanics 100%
• Numerical Simulation 100%
• Type Model 100%
• Clustering 100%
• Physical Science 100%
• Central Limit Theorem 100%
• Range Dependence 100%
• Return Distribution 100%
• Theoretic Approach 100%
• Stylized Fact 100%
• Equilibrium Theory 100%
• Market Price 100%
• Weak Convergence 100%

Economics, Econometrics and Finance

• New Orders 33%
• Equilibrium Theory 33%
• Classical Economics 33%