Direct comparison of agent-based models of herding in financial markets
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Publication:1656464
DOI10.1016/j.jedc.2016.10.005zbMath1401.91456OpenAlexW2533919294MaRDI QIDQ1656464
Publication date: 10 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://spire.sciencespo.fr/hdl:/2441/7kr9gv74ut9ngo58gia97t83i7
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Heterogeneous agent models (91B69)
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