Switching rates and the asymptotic behavior of herding models

Advances in Complex Systems

Volumn 14, Issue 3, 2011, Pages 359-376

  Irle, Albrecht ^a   Kauschke, Jonas ^a   Lux, Thomas ^a,b   Milakovi, Mishael ^c  

^a UNIVERSITY OF KIEL   (Germany)

^b KIEL INSTITUTE FOR THE WORLD ECONOMY   (Germany)

^c UNIVERSITY OF BAMBERG   (Germany)

Author keywords

agent based finance; herding; JEL Code: C10; JEL Code: D84; JEL Code: D85; JEL Code: G19; Markov chains; N dependence

Indexed keywords

EID: 79959791248     PISSN: 02195259     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219525911002949     Document Type: Article

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