On the specification of noise in two agent-based asset pricing models (Q976529): Difference between revisions
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Revision as of 20:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the specification of noise in two agent-based asset pricing models |
scientific article |
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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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