Herding, trend chasing and market volatility

Author:

Di Guilmi Corrado,He Xue-ZhongORCID,Li KaiORCID

Funder

Australian Research Council (ARC) under Discovery

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference30 articles.

1. Estimation of agent-based models;Alfarano;Comput. Econ.,2005

2. Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach;Alfarano;J. Econ. Dyn. Control,2008

3. Modeling Aggregate Behaviour and Fluctuations in Economics: Stochastic Views of Interacting Agents;Aoki,2002

4. A simple model of herd behavior;Banerjee;Quart. J. Econ.,1992

5. On the dynamic behavior of prices in disequilibrium;Beja;J. Financ.,1980

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