Herding behaviour and volatility clustering in financial markets
From MaRDI portal
Publication:4555131
DOI10.1080/14697688.2016.1267391zbMath1402.91925MaRDI QIDQ4555131
Frank H. Westerhoff, Noemi Schmitt
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1267391
heterogeneity; method of simulated moments; technical and fundamental analysis; herding behaviour; stylized facts of financial markets
91G70: Statistical methods; risk measures
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