✦ LIBER ✦

Heterogeneity in stock prices: A STAR model with multivariate transition function

✍ Scribed by Lof, Matthijs

Book ID: 119294358
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 463 KB
Volume: 36
Category: Article
ISSN: 0165-1889
DOI: 10.1016/j.jedc.2012.06.006

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dynamics of price and trading volume in

Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents

✍ Taisei Kaizoji; Stefan Bornholdt; Yoshi Fujiwara 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 467 KB

Multiple paths in educational transition

Multiple paths in educational transitions: A multinomial transition model with unobserved heterogeneity

✍ Kristian Bernt Karlson 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 284 KB

Financial price fluctuations in a stock

Financial price fluctuations in a stock market model with many interacting agents

✍ Ulrich Horst 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 166 KB

S,s pricing in a dynamic equilibrium mod

S,s pricing in a dynamic equilibrium model with heterogeneous sectors

✍ Vladislav Damjanovic; Charles Nolan 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 653 KB

Endogenous fluctuations in a simple asse

Endogenous fluctuations in a simple asset pricing model with heterogeneous agents

✍ Andrea Gaunersdorfer 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 461 KB

In this paper we study the adaptive rational equilibrium dynamics in a simple asset pricing model introduced by Brock and Hommes (System Dynamics in Economic and Financial Models, Wiley, Chichester, 1997, pp. 3}44; Journal of Economic Dynamics and Control, 22, 1998, 1235}1274). Traders have heteroge

Frankfurt Artificial Stock Market: a mic

Frankfurt Artificial Stock Market: a microscopic stock market model with heterogeneous interacting agents in small-world communication networks

✍ Oliver Hein; Michael Schwind; Markus Spiwoks 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 460 KB