Heterogeneous Agent Models in Financial Markets : A Nonlinear Dynamics Approach
Year of publication: |
2018
|
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Authors: | He, Xuezhong |
Other Persons: | Li, Youwei (contributor) ; Zheng, Min (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Finanzmarkt | Financial market | Nichtlineare Dynamik | Nonlinear dynamics | Agentenbasierte Modellierung | Agent-based modeling | Kapitalmarkttheorie | Financial economics | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 29, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3293576 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; D84 - Expectations; Speculations ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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