The microeconomic foundations of instability in financial markets
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Publication:3400732
zbMATH Open1181.91347MaRDI QIDQ3400732FDOQ3400732
Authors: Alan P. Kirman 
Publication date: 5 February 2010
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Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Heterogeneous agent models (91B69)
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- Switching rates and the asymptotic behavior of herding models
- Eroding market stability by proliferation of financial instruments
- Microfoundations for diffusion price processes
- Masanao Aoki's solution to the finite size effect of behavioral finance models
- Microeconomic Models for Long Memory in the Volatility of Financial Time Series
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