Estimation of agent-based models: The case of an asymmetric herding model (Q1020510)

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Estimation of agent-based models: The case of an asymmetric herding model
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    Estimation of agent-based models: The case of an asymmetric herding model (English)
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    29 May 2009
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    fat tails
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    herd behavior
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    speculative dynamics
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    volatility clustering
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