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Discrete Dynamics in Nature and Society
Volume 2016, Article ID 1580941, 15 pages
http://dx.doi.org/10.1155/2016/1580941
Research Article

Modeling Financial Time Series Based on a Market Microstructure Model with Leverage Effect

Yanhui Xi,1,2,3 Hui Peng,2,3 and Yemei Qin2,3

1Hunan Province Higher Education Key Laboratory of Power System Safety Operation and Control, Changsha University of Science and Technology, Changsha, Hunan 410004, China
2School of Information Science & Engineering, Central South University, Changsha, Hunan 410083, China
3Hunan Engineering Laboratory for Advanced Control and Intelligent Automation, Changsha, Hunan 410083, China

Received 31 August 2015; Accepted 21 December 2015

Academic Editor: Filippo Cacace

Copyright © 2016 Yanhui Xi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Yanhui Xi, Hui Peng, and Yemei Qin, “Modeling Financial Time Series Based on a Market Microstructure Model with Leverage Effect,” Discrete Dynamics in Nature and Society, vol. 2016, Article ID 1580941, 15 pages, 2016. https://doi.org/10.1155/2016/1580941.