A homoclinic route to volatility : dynamics of asset prices under autoregressive forecasting
Volker Böhm, Carl Chiarella, Xue-zhong He, Thorsten Hüls
| Year of publication: |
2013
|
|---|---|
| Authors: | Böhm, Volker ; Chiarella, Carl ; He, Xue-zhong ; Hüls, Thorsten |
| Published in: |
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini. - Berlin : Springer, ISBN 978-3-642-29502-7. - 2013, p. 289-316
|
| Subject: | Börsenkurs | Share price | Finanzmarkt | Financial market | Adaptive Erwartungen | Adaptive expectations | Mean Reversion | Mean reversion | Begrenzte Rationalität | Bounded rationality | Agentenbasierte Modellierung | Agent-based modeling | Chaostheorie | Chaos theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009611571