Herding, Trend Chasing and Market Volatility
Year of publication: |
2013-10-01
|
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Authors: | Guilmi, Corrado Di ; He, Xue-Zhong ; Li, Kai |
Institutions: | Finance Discipline Group, Business School |
Subject: | Heterogeneous beliefs | herding | switching | stability | volatility | stochastic delay differential equations |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 337 4 pages long |
Classification: | C62 - Existence and Stability Conditions of Equilibrium ; D53 - Financial Markets ; D84 - Expectations; Speculations ; G12 - Asset Pricing |
Source: |
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Herding, trend chasing and market volatility
Di Guilmi, Corrado, (2014)
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Herding, trend chasing and market volatility
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