Heterogeneous agent models in finance
Roberto Dieci and Xue-Zhong He
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Dieci, Roberto ; He, Xue-zhong |
| Publisher: |
Sydney : Quantitative Finance Research Centre, University of Technology Sydney |
| Subject: | Heterogeneity | bounded rationality | heterogeneous agent-based models | stylized facts | asset pricing | housing bubbles | limit order markets | information efficiency | comovement | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Spekulationsblase | Bubbles | Begrenzte Rationalität | Bounded rationality | Finanzmarkt | Financial market | Börsenkurs | Share price | CAPM | Immobilienpreis | Real estate price | Anlageverhalten | Behavioural finance | Schätzung | Estimation |
freely available
| Extent: | 1 Online-Ressource (circa 96 Seiten) Illustrationen |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ZDB-ID 2163446-4. - Vol. 389 (January 2018) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013253829