Herding, trend chasing and market volatility

DOI10.1016/j.jedc.2014.07.008zbMath1402.91944OpenAlexW3123429920MaRDI QIDQ1991959

Kai Li, Corrado Di Guilmi, Xue-Zhong He

Publication date: 2 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10453/121969

zbMATH Keywords

stabilityswitchingvolatilityheterogeneous beliefsstochastic delay differential equationsherding

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Economic growth models (91B62) Financial applications of other theories (91G80) Heterogeneous agent models (91B69)

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