Time variation of second moments from a noise trader/infection model
type: Item
instance of: scholarly article
title: Time variation of second moments from a noise trader/infection model
zbMATH Open document ID: 0897.90072
DOI: 10.1016/S0165-1889(97)00061-4
publication date: 1998-07-22T00:00:00Z
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1177619
zbMATH Keywords: noise traders
zbMATH Keywords: speculation
zbMATH Keywords: market microstructure
zbMATH Keywords: heteroscedasticity
author: Thomas C. H. Lux
MaRDI profile type: Publication
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1177619