Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations
| Year of publication: |
2006
|
|---|---|
| Authors: | Yuan, Baosheng ; Chen, Kan |
| Published in: |
Journal of Economic Interaction and Coordination. - Springer, ISSN 1860-711X. - Vol. 1.2006, 2, p. 189-214
|
| Publisher: |
Springer |
| Subject: | Agent-based model | Dynamic risk aversion | Asset price fluctuation | Volatility clustering | Dynamics of financial markets | Financial time series |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184356