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On bubbling dynamics generated bya stochastic model of herd behavior

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Author Info
Loris Gaio
Yuriy M. Kaniovskyi
Enrico Zaninotto () (DISA, Faculty of Economics, Trento University)

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Abstract

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Publisher Info
Paper provided by Department of Computer and Management Sciences, University of Trento, Italy in its series Quaderni DISA with number 017.

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Date of creation: Mar 1999
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Handle: RePEc:trt:disatr:017

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Gianni Degasperi, 1999. "La dinamica delle crisi finanziarie: i modelli di Minsky e Kindleberger," Alea Tech Reports 005, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]
  2. Alessandro Beber & Luca Erzegovesi, 1999. "Distribuzioni di probabilità implicite nei prezzi delle opzioni," Alea Tech Reports 008, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]
  3. Umberto Martini, 1998. "Il consorzio di operatori come organo di meta-management di una località turistica," Quaderni DISA 009, Department of Computer and Management Sciences, University of Trento, Italy.
  4. Marco Filagrana, 2000. "Le obbligazioni strutturate nel mercato italiano: principali tipologie e problematiche di valutazione e di rischio," Alea Tech Reports 009, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]
  5. Marco Bee, 2002. "Un modello per l'incorporazione del rischio specifico nel VaR," Alea Tech Reports 013, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]
  6. Mario Benassi, 1997. "Spin-offs e grandi imprese: il caso Herox," Quaderni DISA 005, Department of Computer and Management Sciences, University of Trento, Italy.
  7. Enrico Zaninotto, 1997. "Comitati volontari e standard de-iure," Quaderni DISA 003, Department of Computer and Management Sciences, University of Trento, Italy.
  8. Alessandro Beber, 2001. "Determinants of the implied volatility function on the Italian Stock Market," LEM Papers Series 2001/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  9. Mariangela Franch, 1998. "La comunicazione on-line. Aspetti metodologici e risultati di alcune sperimentazioni," Quaderni DISA 010, Department of Computer and Management Sciences, University of Trento, Italy.
  10. V. Brichetti & Mariangela Franch & Luisa Mich, 1998. "Progetto Disaweb: analisi delle esigenze informative su DISA," Quaderni DISA 012, Department of Computer and Management Sciences, University of Trento, Italy.
  11. Marco Bee, 2001. "Mixture models for VaR and stress testing," Alea Tech Reports 012, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]
  12. Alessandro Beber, 2001. "Determinants of the implied volatility function on the Italian Stock Market," Alea Tech Reports 010, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]
  13. Franco Molinari, 1998. "Arbitrage risk neutral probability measures," Quaderni DISA 008, Department of Computer and Management Sciences, University of Trento, Italy.
  14. Alessandro Beber, 1999. "Il dibattito su dignità ed efficacia dell'analisi tecnica nell'economia finanziaria," Alea Tech Reports 003, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Mark Bowden & Stuart McDonald, 2008. "The Impact of Interaction and Social Learning on Aggregate Expectations," Computational Economics, Springer, vol. 31(3), pages 289-306, April. [Downloadable!] (restricted)
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