Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach
Year of publication: |
2008
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Authors: | Alfarano, Simone ; Lux, Thomas ; Wagner, Friedrich |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 32.2008, 1, p. 101-136
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