Estimating behavioural heterogeneity under regime switching
Carl Chiarella, Xue-zhong He, Weihong Huang, Huanhuan Zheng
| Year of publication: |
August 2012
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|---|---|
| Authors: | Chiarella, Carl ; He, Xue-zhong ; Huang, Weihong ; Zheng, Huanhuan |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 83.2012, 3, p. 446-460
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| Subject: | Estimation | Heterogeneity | Regime switching | Boom and bust | Markov-Kette | Markov chain | Volatilität | Volatility | Agentenbasierte Modellierung | Agent-based modeling | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Konjunktur | Business cycle | Schätzung | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2012.02.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011584097