Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
type: Item
instance of: scholarly article
title: Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
zbMATH Open document ID: 1402.91155
author: Yanyan Li
publication date: 2018-11-01T00:00:00Z
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 6970190
zbMATH Keywords: asset pricing
zbMATH Keywords: heterogeneous agents
zbMATH Keywords: multiple investment scales
zbMATH Keywords: volatility clustering
MaRDI profile type: Publication
full work available at URL: j.jedc.2013.01.011
OpenAlex ID: W1994738288
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DOI: 10.1016/J.JEDC.2013.01.011
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6970190