A simulation analysis of herding and unifractal scaling behaviour
Year of publication: |
2014
|
---|---|
Authors: | Phelps, Steve ; Wing Lon Ng |
Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1550-1949, ZDB-ID 2166336-1. - Vol. 21.2014, 1, p. 39-58
|
Subject: | scaling | agent-based modelling | adaptive expectations | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | Herdenverhalten | Herding | Adaptive Erwartungen | Adaptive expectations | Skalenertrag | Returns to scale |
-
Chen, Shu-Heng, (1997)
-
Ringhut, Eric, (2003)
-
An asset pricing model with adaptive heterogeneous agents and wealth effects
Chiarella, Carl, (2005)
- More ...
-
A SIMULATION ANALYSIS OF HERDING AND UNIFRACTAL SCALING BEHAVIOUR
Phelps, Steve, (2014)
-
Dynamic order submission and herding behavior in electronic trading
Wing Lon Ng, (2010)
-
Modeling duration clusters with dynamic copulas
Wing Lon Ng, (2008)
- More ...