Herding, a-synchronous updating and heterogeneity in memory in a CBS
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Publication:953775
DOI10.1016/j.jedc.2003.12.004zbMath1202.91275OpenAlexW3121153316MaRDI QIDQ953775
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://papers.tinbergen.nl/03103.pdf
random dynamical systemsheterogeneityGARCHlong-range dependenceARIMAherdingcontinuous beliefs systems
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Heterogeneous agent models (91B69)
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