Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
Year of publication: |
2012
|
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Authors: | He, Xue-zhong ; Li, Kai |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 7, p. 973-987
|
Subject: | Heterogeneous beliefs | Bounded rationality | Adaptiveness | Fundamentalists | Chartists | Stability | Stochastic delay differential equations | Begrenzte Rationalität | Theorie | Theory | CAPM | Stochastischer Prozess | Stochastic process | Agentenbasierte Modellierung | Agent-based modeling | Börsenkurs | Share price |
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