Options
Why a Simple Herding Model May Generate the Stylized Facts of Daily Returns : explanation and estimation
Westerhoff, Frank H. (2011): Why a Simple Herding Model May Generate the Stylized Facts of Daily Returns : explanation and estimation, Bamberg: BERG.
Faculty/Chair:
Author:
Responsibility:
Reiner Franke ; Frank Westerhoff
Publisher Information:
Year of publication:
2011
Pages:
Series ; Volume:
Language:
English
Type:
Workingpaper
Activation date:
April 30, 2014
Permalink
https://fis.uni-bamberg.de/handle/uniba/4853