Estimating heterogeneous agents behavior with different investment horizons in stock markets
Year of publication: |
2014
|
---|---|
Authors: | Chen, Zhenxi |
Publisher: |
Kiel : Kiel University, FinMaP - Financial Distortions and Macroeconomic Performance |
Subject: | Investment horizon | Heterogeneous agents | Evolutionary selection | Behavioral finance |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 797363637 [GVK] hdl:10419/102268 [Handle] RePEc:zbw:fmpwps:5 [RePEc] |
Classification: | G12 - Asset Pricing ; C22 - Time-Series Models |
Source: |
-
Estimating heterogeneous agents behavior with different investment horizons in stock markets
Chen, Zhenxi, (2014)
-
Estimating heterogeneous agents behavior with different investment horizons in stock markets
Chen, Zhenxi, (2014)
-
Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries
Barnett, William A., (2004)
- More ...
-
Estimating heterogeneous agents behavior in a two-market financial system
Chen, Zhenxi, (2015)
-
Dynamics of the European sovereign bonds and the identification of crisis periods
Chen, Zhenxi, (2016)
-
Regimes dependent speculative trading: Evidence from the United States housing market
Chen, Zhenxi, (2016)
- More ...