Bifurcation routes to volatility clustering under evolutionary learning
Andrea Gaunersdorfer; Cars H. Hommes; Florian O. O. Wagener
| Year of publication: |
2008
|
|---|---|
| Authors: | Gaunersdorfer, Andrea ; Hommes, Cars H. ; Wagener, Florian Oskar Ottokar |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 67.2008, 1, p. 27-47
|
| Subject: | CAPM | Volatilität | Volatility | Clusteranalyse | Cluster analysis | Begrenzte Rationalität | Bounded rationality | Lernprozess | Learning process | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003762670