Stochastic behavioral asset pricing models and the stylized facts
Year of publication: |
2008
|
---|---|
Authors: | Lux, Thomas |
Publisher: |
Coventry : Financial Econometric Research Centre |
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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