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Search: subject:"structural stochastic volatility"
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autocorrelation pattern
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structural stochastic volatility
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Bamberg Economic Research Group on Government and Growth (BERG), Volkswirtschaftslehre
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Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation
Franke, Reiner
;
Westerhoff, Frank
-
2011
the demand per fundamentalist trader, which implies a
structural
stochastic
volatility
in the returns. Combining …
Persistent link: https://www.econbiz.de/10010307867
Saved in:
2
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation
Franke, Reiner
;
Westerhoff, Frank
-
Bamberg Economic Research Group on Government and …
-
2011
the demand per fundamentalist trader, which implies a
structural
stochastic
volatility
in the returns. Combining …
Persistent link: https://www.econbiz.de/10009646506
Saved in:
3
Why a simple herding model may generate the stylized facts of daily returns : explanation and estimation
Franke, Reiner
;
Westerhoff, Frank H.
- In:
Journal of economic interaction and coordination : JEIC
11
(
2016
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011486128
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