Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571)

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Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach
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    Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (English)
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    19 January 2010
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    noise traders
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    speculation
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    heteroskedasticity
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    local and non-local interactions
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