Listar Grau en Economia por autoría "44ae9995-057c-4da4-8e8b-7ceded6297f0"
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The effect of herding in financial markets
Jiménez Bermúdez, Andoni Universitat Jaume I (2016-11-25)In this research we present a stylized financial agent-based model with heterogeneous noise traders that imitate each other on a dynamic network structure. Following Tedeschi et al. (2009, 2012), we show how an expectation ...