Showing 1 - 10 of 13,876
Persistent link: https://www.econbiz.de/10008842002
In the framework of small-scale agent-based financial market models, the paper starts out from the concept of structural stochastic volatility, which derives from different noise levels in the demand of fundamentalists and chartists and the time-varying market shares of the two groups. It...
Persistent link: https://www.econbiz.de/10009007642
Persistent link: https://www.econbiz.de/10009655726
Persistent link: https://www.econbiz.de/10013468498
Persistent link: https://www.econbiz.de/10012485650
Persistent link: https://www.econbiz.de/10000884768
Persistent link: https://www.econbiz.de/10000892226
Persistent link: https://www.econbiz.de/10000829938
Persistent link: https://www.econbiz.de/10000770147
Persistent link: https://www.econbiz.de/10000780350