Long Memory in Financial Markets : A Heterogeneous Agent Model Perspective
Year of publication: |
2018
|
---|---|
Authors: | Zheng, Min |
Other Persons: | Liu, Ruipeng (contributor) ; Li, Youwei (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 28, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3132362 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; D84 - Expectations; Speculations ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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