On the specification of noise in two agent-based asset pricing models (Q976529): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:50, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the specification of noise in two agent-based asset pricing models |
scientific article |
Statements
On the specification of noise in two agent-based asset pricing models (English)
0 references
11 June 2010
0 references
volatility clustering
0 references
autocorrelations of returns
0 references
structural stochastic volatility
0 references
heterogeneous agents
0 references