Quantum Financial Economics - Risk and Returns

Carlos Pedro Gon\c{c}alves

Papers from arXiv.org

Abstract: Financial volatility risk and its relation to a business cycle-related intrinsic time is addressed through a multiple round evolutionary quantum game equilibrium leading to turbulence and multifractal signatures in the financial returns and in the risk dynamics. The model is simulated and the results are compared with actual financial volatility data.

Date: 2011-07, Revised 2012-01
New Economics Papers: this item is included in nep-hpe and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1107.2562

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