Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Year of publication: |
2003-09-01
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Authors: | Amilon, Henrik |
Institutions: | Finance Discipline Group, Business School |
Subject: | efficient method of moments | heterogeneous expectations | bounded rationality | evolutionary dynamics | adaptive beliefs |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 107 |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
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Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Amilon, Henrik, (2005)
-
Estimation of an adaptive stock market model with heterogeneous agents
Amilon, Henrik, (2005)
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Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Amilon, Henrik, (2005)
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A Score Test for Discreteness in GARCH Models
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Amilon, Henrik, (2000)
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