On the specification of noise in two agent-based asset pricing models (Q976529): Difference between revisions

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Latest revision as of 22:46, 2 July 2024

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On the specification of noise in two agent-based asset pricing models
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    On the specification of noise in two agent-based asset pricing models (English)
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    11 June 2010
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    volatility clustering
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    autocorrelations of returns
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    structural stochastic volatility
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    heterogeneous agents
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