Speculative behavior and the dynamics of interacting stock markets

DOI10.1016/J.JEDC.2014.05.009zbMath1402.91897OpenAlexW2102540642MaRDI QIDQ1994607

Noemi Schmitt, Frank H. Westerhoff

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/88115

zbMATH Keywords

simulation analysisagent-based modelingstock marketscross-correlationstechnical and fundamental analysiscomovements

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Heterogeneous agent models (91B69)

Related Items (12)

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