A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs
| Year of publication: |
2010
|
|---|---|
| Authors: | Brianzoni, Serena ; Cerqueti, Roy ; Michetti, Elisabetta |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 35.2010, 2, p. 165-188
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Asset pricing dynamical model | Heterogeneous agents | Imitative behavior | Stochastic process | Stability region | Numerical simulations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008480611