Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q2048828 |
Changed an Item |
||
| Property / author | |||
| Property / author: Thomas C. H. Lux / rank | |||
Normal rank | |||
Revision as of 06:06, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach |
scientific article |
Statements
Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (English)
0 references
19 January 2010
0 references
noise traders
0 references
speculation
0 references
heteroskedasticity
0 references
local and non-local interactions
0 references
