𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Speculative Price Dynamics in a Heterogeneous Agent Model

✍ Scribed by Taisei Kaizoji


Book ID
110326837
Publisher
Springer
Year
2002
Tongue
English
Weight
123 KB
Volume
6
Category
Article
ISSN
1573-6652

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Endogenous fluctuations in a simple asse
✍ Andrea Gaunersdorfer πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 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