Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
From MaRDI portal
Publication:964583
DOI10.1016/j.jedc.2009.11.002zbMath1202.91184MaRDI QIDQ964583
Frank H. Westerhoff, Roberto Dieci
Publication date: 22 April 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2009.11.002
91B55: Economic dynamics
91B69: Heterogeneous agent models
91G99: Actuarial science and mathematical finance
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