Structural stochastic volatility in asset pricing dynamics : estimation and model contest
Reiner Franke; Frank Westerhoff
| Year of publication: |
2012
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|---|---|
| Authors: | Franke, Reiner ; Westerhoff, Frank H. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 8, p. 1193-1211
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| Subject: | Method of simulated moments | Moment coverage ratio | Herding | Discrete choice approach | Transition probability approach | Theorie | Theory | Herdenverhalten | Diskrete Entscheidung | Discrete choice | Momentenmethode | Method of moments | Simulation | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Agentenbasierte Modellierung | Agent-based modeling | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009655726