Time variation of higher moments in a financial market with heterogeneous agents : an analytical approach
Simone Alfarano, Thomas Lux, Friedrich Wagner
| Year of publication: |
2008
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|---|---|
| Authors: | Alfarano, Simone ; Lux, Thomas ; Wagner, Friedrich |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 1, p. 101-136
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| Subject: | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Spekulation | Speculation | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Herdenverhalten | Herding | Statistische Verteilung | Statistical distribution |
| 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/10003622727