Stochastic behavioral asset-pricing models and the stylized facts
Year of publication: |
2009
|
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Authors: | Lux, Thomas |
Published in: |
Handbook of financial markets : dynamics and evolution. - Amsterdam : North-Holland, ISBN 978-0-12-374258-2. - 2009, p. 161-215
|
Subject: | Börsenkurs | Share price | Finanzmarkt | Financial market | Stochastischer Prozess | Stochastic process | Anlageverhalten | Behavioural finance | Agentenbasierte Modellierung | Agent-based modeling | Soziale Beziehungen | Social relations | Ökonophysik | Econophysics | Theorie | Theory |
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