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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/Professorship:
Author:
Responsibility:
Reiner Franke ; Frank Westerhoff
Publisher Information:
Year of publication:
2011
Pages:
Language:
English
Type:
Workingpaper
published:
April 30, 2014
Permalink
https://fis.uni-bamberg.de/handle/uniba/4853