Heterogeneous agent models in financial markets : a nonlinear dynamics approach
Year of publication: |
2019
|
---|---|
Authors: | He, Xue-zhong ; Li, Youwei ; Zheng, Min |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 62.2019, p. 135-149
|
Subject: | Anomalies | Heterogeneous beliefs | Nonlinear dynamics | Stability and bifurcation | Stylized facts | Nichtlineare Dynamik | Finanzmarkt | Financial market | Agentenbasierte Modellierung | Agent-based modeling | Chaostheorie | Chaos theory | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression | Begrenzte Rationalität | Bounded rationality |
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