Heterogeneous speculators and stock market dynamics: A simple agent-based computational model
Year of publication: |
2020
|
---|---|
Authors: | Schmitt, Noemi ; Schwartz, Ivonne ; Westerhoff, Frank H. |
Publisher: |
Bamberg : Bamberg University, Bamberg Economic Research Group (BERG) |
Subject: | stock markets | stylized facts | agent-based computational models | technical and fundamental analysis | circuit breakers | econophysics |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-943153-81-1 |
Other identifiers: | 1726716503 [GVK] hdl:10419/222979 [Handle] RePEc:zbw:bamber:160 [RePEc] |
Classification: | C63 - Computational Techniques ; D84 - Expectations; Speculations ; G15 - International Financial Markets |
Source: |
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Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi, (2020)
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Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi, (2022)
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Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi, (2013)
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Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi, (2022)
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Market entry waves and volatility outbursts in stock markets
Schwartz, Ivonne, (2017)
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Market entry waves and volatility outbursts in stock markets
Schwartz, Ivonne, (2018)
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