Why a Simple Herding Model May Generate the Stylized Facts of Daily Returns : explanation and estimation



Faculty/Professorship: Economic Policy  
Author(s): Westerhoff, Frank H.  
Responsibility: Reiner Franke ; Frank Westerhoff
Publisher Information: Bamberg : BERG
Year of publication: 2011
Pages: 33 ; Diagramme
Series ; Volume: BERG working paper series ; 83 
Language(s): English
Type: Workingpaper
URI: https://fis.uni-bamberg.de/handle/uniba/4853
Year of publication: 30. April 2014