Listar Departament: Economia por fuente "Journal of Economic Dynamics and Control, 2012, Vol. 36, Num. 8. Quantifying and Understanding Dysfunctions in Financial Markets"
Mostrando ítems 1-1 de 1
-
Estimation of an agent-based model of investor sentiment formation in financial markets
Elsevier (2012)We use weekly survey data on short-term and medium-term sentiment of German investors to estimate the parameters of a stochastic model of opinion formation governed by social interactions. The bivariate nature of our data ...