An agent-based stochastic volatility model
vorgelegt von Simone Alfarano
| Year of publication: |
2006
|
|---|---|
| Authors: | Alfarano, Simone |
| Other Persons: | Lux, Thomas (contributor) |
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Finanzmarkt | Financial market | Stochastischer Prozess | Stochastic process | Theorie | Theory | Herdenverhalten | Herding | Agentenbasierte Modellierung | Agent-based modeling |
| Extent: | VII, 158, 3 Bl. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Kiel, Univ., Diss., 2006 |
| Notes: | Internetausg.: http://eldiss.uni-kiel.de/macau/receive/dissertation_diss_00001687 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003307294