Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571)
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scientific article; zbMATH DE number 5660200
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| English | Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach |
scientific article; zbMATH DE number 5660200 |
Statements
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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0.7792021632194519
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0.7773425579071045
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0.7747064232826233
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0.7718885540962219
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