On the specification of noise in two agent-based asset pricing models
Year of publication: |
2010
|
---|---|
Authors: | Franke, Reiner |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 6, p. 1140-1152
|
Subject: | CAPM | Noise Trading | Noise trading |
-
Nonlinearities in asset prices and infrequent noise trading
Balduzzi, Pierluigi, (1992)
-
Sirnes, Espen, (2008)
-
Volatility and covariation of financial assets : a high-frequency analysis
Cartea, Álvaro, (2009)
- More ...
-
Competitive moment matching of a new-Keynesian and an old-Keynesian model : conference paper
Franke, Reiner, (2013)
-
Franke, Reiner, (2008)
-
A Proof of Determinacy in the New-Keynesian Sticky Wages and Prices Model
Franke, Reiner, (2008)
- More ...