资产价格、回报和多重预期的经济物理学-经管之家官网！

英文标题：
《Econophysics of Asset Price, Return and Multiple Expectations》
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作者：
Victor Olkhov
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最新提交年份：
2020
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英文摘要：
This paper describes asset price and return disturbances as result of relations between transactions and multiple kinds of expectations. We show that disturbances of expectations can cause fluctuations of trade volume, price and return. We model price disturbances for transactions made under all types of expectations as weighted sum of partial price and trade volume disturbances for transactions made under separate kinds of expectations. Relations on price allow present return as weighted sum of partial return and trade volume \"return\" for transactions made under separate expectations. Dependence of price disturbances on trade volume disturbances as well as dependence of return on trade volume \"return\" cause dependence of volatility and statistical distributions of price and return on statistical properties of trade volume disturbances and trade volume \"return\" respectively.
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中文摘要：
本文描述了由于交易和多种预期之间的关系而产生的资产价格和回报扰动。我们发现，预期的干扰会导致交易量、价格和回报的波动。我们将所有类型预期下交易的价格扰动建模为不同类型预期下交易的部分价格扰动和交易量扰动的加权和。价格关系允许当前回报作为部分回报和交易量“回报”的加权总和，用于在单独预期下进行的交易。价格扰动对贸易量扰动的依赖以及回报对贸易量“回报”的依赖分别导致价格和回报的波动性和统计分布对贸易量扰动和贸易量“回报”的统计特性的依赖。
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分类信息：
一级分类：Economics 经济学
二级分类：General Economics 一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance 数量金融学
二级分类：Economics 经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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