Herding, a-synchronous updating and heterogeneity in memory in a CBS

Journal of Economic Dynamics and Control

Volumn 29, Issue 4 SPEC. ISS., 2005, Pages 741-763

  Diks, Cees ^a   van der Weide, Roy ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

ARIMA; Continuous beliefs systems; GARCH; Herding; Heterogeneity; Long range dependence; Random dynamical systems

Indexed keywords

EID: 14844362837     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2003.12.004     Document Type: Article

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