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Why a Simple Herding Model May Generate the Stylized Facts of Daily Returns: Explanation and Estimation Reiner Franke and Frank Westerhoff
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Document Date: 2011-12-12 04:38:37

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File Size: 424,75 KB

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Company

M B AMBERG E CONOMIC R ESEARCH GROUP / /

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Facility

Germany University of Bamberg / /

IndustryTerm

handy technical device / /

MarketIndex

S&P 500 / /

Organization

University of Kiel / Germany University of Bamberg / /

Person

Frank Westerhoff / Felix Stübben / /

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Position

trader / Farmer / chartist trader / Corresponding author / fundamentalist and chartist trader / /

Technology

simulation / /

URL

http /

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