Herding, trend chasing and market volatility
type: Item
instance of: scholarly article
title: Herding, trend chasing and market volatility
zbMATH Open document ID: 1402.91944
author: Corrado Di Guilmi
author: Xue-Zhong He
author: Kai Li
publication date: 2018-11-02T00:00:00Z
full work available at URL: http://hdl.handle.net/10453/121969
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B69
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6971153
zbMATH Keywords: heterogeneous beliefs
zbMATH Keywords: herding
zbMATH Keywords: switching
zbMATH Keywords: stability
zbMATH Keywords: volatility
zbMATH Keywords: stochastic delay differential equations
MaRDI profile type: Publication
OpenAlex ID: W3123429920
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DOI: 10.1016/J.JEDC.2014.07.008
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6971153