Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Year of publication: |
2005-01-01
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Authors: | Amilon, Henrik |
Institutions: | Sveriges Riksbank |
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: | The text is part of a series Working Paper Series Number 177 31 pages |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G12 - Asset Pricing |
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)
-
Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Amilon, Henrik, (2003)
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The Search for Chaos and Nonlinearities in Swedish Stock Index Returns
Amilon, Henrik, (1998)
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Amilon, Henrik, (2000)
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Comparison of Mean-Variance and Exact Utility Maximization in Stock Portfolio Selection
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