Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment
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- Kukacka, Jiri & Barunik, Jozef, 2013. "Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5920-5938.
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- Yuri Biondi & Simone Righi, 2013. "What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary," Papers 1312.7460, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-CBE-2012-05-22 (Cognitive & Behavioural Economics)
- NEP-CMP-2012-05-22 (Computational Economics)
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