Stochastic behavioral asset pricing models and the stylized facts
Year of publication: |
2008
|
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Authors: | Lux, Thomas |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Börsenkurs | Finanzmarkt | Stochastischer Prozess | Anlageverhalten | Agent-based Model | Soziale Beziehungen | Econophysics | Theorie | Speculation | Stylized facts | Group dynamics | Agent-based models |
Series: | Kiel Working Paper ; 1426 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 568786610 [GVK] hdl:10419/4303 [Handle] RePEc:zbw:ifwkwp:1426 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; D84 - Expectations; Speculations ; G12 - Asset Pricing |
Source: |
-
Stochastic Behavioral Asset Pricing Models and the Stylized Facts
Lux, Thomas, (2008)
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Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi, (2020)
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Stochastic behavioral asset pricing models and the stylized facts
Lux, Thomas, (2008)
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Keynesianische Stabilisierungspolitik in neokeynesianischen Modellen
Lux, Thomas, (1990)
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Lux, Thomas, (1994)
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