Volatility clustering and herding agents : does it matter what they observe?
Year of publication: |
2011
|
---|---|
Authors: | Yamamoto, Ryuichi |
Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 6.2011, 1, p. 41-59
|
Subject: | Herdenverhalten | Herding | Informationsverhalten | Information behaviour | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory |
-
Is ignoring public information best policy? : reinforcement learning in information cascade
Kawagoe, Toshiji, (2006)
-
Guy Maugis, Pierre-André, (2019)
-
Guy Maugis, Pierre-André, (2017)
- More ...
-
The impact of imitation on long memory in an order-driven market
LeBaron, Blake Dean, (2008)
-
An empirical analysis of non-execution and picking-off risks on the Tokyo Stock Exchange
Yamamoto, Ryuichi, (2014)
-
Yamamoto, Ryuichi, (2012)
- More ...