Statistical properties of a heterogeneous asset pricing model with time-varying second moment
Year of publication: |
2005
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Authors: | Chiarella, Carl ; He, Xue-zhong ; Wang, Duo |
Published in: |
The complex networks of economic interactions : essays in agent-based economics and econophysics ; [9th International Workshop on Heterogenous Interacting Agents (WEHIA), which was held at Kyoto University, Japan, from May 27 to 29. 2004]. - Berlin : Springer, ISBN 978-3-540-28726-1. - 2005, p. 109-123
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Subject: | Kapitalmarkttheorie | Financial economics | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Chaostheorie | Chaos theory | Theorie | Theory | Nichtlineare Dynamik | Nonlinear dynamics |
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