Bifurcation routes to volatility clustering
Year of publication: |
2000-09-06
|
---|---|
Authors: | Gaunersdorfer, Andrea ; Hommes, Cars H. ; Wagener, Florian O. O. |
Institutions: | Wirtschaftsuniversität <Wien> |
Subject: | Capital-Asset-Pricing-Modell | Eingeschränkte Rationalität | Mehragentensystem | Adaptive Erwartung |
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