Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
Year of publication: |
2005
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Authors: | Amilon, Henrik |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Efficient method of moments | heterogeneous expectations | bounded rationality | evolutionary dynamics | adaptive beliefs |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 877244146 [GVK] hdl:10419/82413 [Handle] RePEc:hhs:rbnkwp:0177 [RePEc] |
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)
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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, (2003)
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Comparison of Mean-Variance and Exact Utility Maximization in Stock Portfolio Selection
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