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Emergent volatility in asset markets with heterogeneous agents. - MaRDI portal

Emergent volatility in asset markets with heterogeneous agents.

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Publication:5953849

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DOI10.1155/S1026022601000188zbMath1054.91542MaRDI QIDQ5953849

Hong-Gang Li, J. Barkley jun. Rosser

Publication date: 15 October 2002

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124143

zbMATH Keywords

heterogeneous agents complex dynamics emergent volatility moving average strategy

Mathematics Subject Classification ID

Trade models (91B60) Economic growth models (91B62)

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