Statistical properties of a heterogeneous asset pricing model with time-varying second moment
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| dc.contributor.author | Chiarella Carl | en_US |
| dc.contributor.author | He Xuezhong | en_US |
| dc.contributor.author | Wang Duo | en_US |
| dc.contributor.editor | Namatame, A; Kaizouji, T; Aruka, Y | en_US |
| dc.date.accessioned | 2010-06-16T04:56:22Z | |
| dc.date.available | 2010-06-16T04:56:22Z | |
| dc.date.issued | 2006 | en_US |
| dc.identifier | 2006004527 | en_US |
| dc.identifier.citation | Chiarella Carl, He Xuezhong, and Wang Duo 2006, 'Statistical properties of a heterogeneous asset pricing model with time-varying second moment', Springer-Verlag, Berlin, Germany, pp. 109-123. | en_US |
| dc.identifier.issn | 3-540-28726-4 | en_US |
| dc.identifier.other | B1 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10453/11705 | |
| dc.description.abstract | en_US | |
| dc.language | en_US | |
| dc.publisher | Springer-Verlag | en_US |
| dc.relation.hasversion | Accepted manuscript version | en_US |
| dc.relation.isbasedon | en_US | |
| dc.rights | The original publication is available at www.springerlink.com | en_US |
| dc.title | Statistical properties of a heterogeneous asset pricing model with time-varying second moment | en_US |
| dc.parent | The Complex Networks of Economic Interactions: essays in agent-based economics & econophysics | en_US |
| dc.journal.volume | en_US | |
| dc.journal.number | en_US | |
| dc.publocation | Berlin, Germany | en_US |
| dc.identifier.startpage | 109 | en_US |
| dc.identifier.endpage | 123 | en_US |
| dc.cauo.name | BUS.School of Finance and Economics | en_US |
| dc.conference | Verified OK | en_US |
| dc.for | 140104 | en_US |
| dc.personcode | 0000028365;010238;716350 | en_US |
| dc.percentage | 000060 | en_US |
| dc.classification.name | Microeconomic Theory | en_US |
| dc.classification.type | FOR-08 | en_US |
| dc.edition | 1 | en_US |
| dc.custom | en_US | |
| dc.date.activity | en_US | |
| dc.location.activity | en_US | |
| dc.description.keywords | fundamentalists; chartists; stability; bifurcation; investors' under- & over-reactions; stylized facts | en_US |
| dc.staffid | Peking University | en_US |
