search

sbenthall / SHARKFin

Simulating Heterogeneous Agents with Finance
7 stars 5 forks source link

add dividends to log returns list #128

Closed sbenthall closed 2 years ago

sbenthall commented 2 years ago

Add dividends into calculation of log returns in market

https://www.sciencedirect.com/science/article/pii/S2405918818300485