A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets
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Bibliographic InfoPaper provided by Warwick Business School, Financial Econometrics Research Centre in its series Working Papers with number wp07-01.
Date of creation: 2007
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- Franke, Reiner, 2009. "Applying the method of simulated moments to estimate a small agent-based asset pricing model," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 804-815, December.
- Albrecht Irle & Jonas Kauschke & Thomas Lux & Mishael Milakovic, 2010.
"Switching Rates and the Asymptotic Behavior of Herding Models,"
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1595, Kiel Institute for the World Economy.
- Albrecht Irle & Jonas Kauschke & Thomas Lux & Mishael Milaković, 2011. "Switching Rates And The Asymptotic Behavior Of Herding Models," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 359-376.
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