Why a simple herding model may generate the stylized facts of daily returns : explanation and estimation
Westerhoff, Frank H.; Franke, Reiner (2016): Why a simple herding model may generate the stylized facts of daily returns : explanation and estimation, in: Journal of Economic Interaction and Coordination, Berlin ; Heidelberg: Springer, Jg. 11, Nr. 1, S. 1–34, doi: 10.1007/s11403-014-0140-6.
Faculty/Chair:
Author:
 ; 
Title of the Journal:
Journal of Economic Interaction and Coordination
ISSN:
1860-711X
Publisher Information:
Year of publication:
2016
Volume:
11
Issue:
1
Pages:
Language:
English
DOI:
Type:
Article
URI:
Activation date:
April 21, 2016

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