A stochastic model of real-financial interaction with boundedly rational heterogeneous agents

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dc.contributor.author Chiarella, C
dc.contributor.author Flaschel, P
dc.contributor.author He, X
dc.contributor.author Hung, H
dc.contributor.editor Chiarella, C
dc.contributor.editor Franke, R
dc.contributor.editor Flaschel, P
dc.contributor.editor Semmler, W
dc.date.accessioned 2010-06-16T04:56:26Z
dc.date.issued 2006-01
dc.identifier.citation Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels, 2006, 1, pp. 333 - 358
dc.identifier.isbn 0-444-52122-4
dc.identifier.other B1 en_US
dc.identifier.uri http://hdl.handle.net/10453/11711
dc.publisher Elsevier
dc.title A stochastic model of real-financial interaction with boundedly rational heterogeneous agents
dc.type Chapter
dc.parent Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels
dc.journal.number en_US
dc.publocation Amsterdam, Netherlands en_US
dc.publocation Guangzhou, China
dc.publocation Amsterdam, Netherlands
dc.publocation Amsterdam, Netherlands
dc.publocation Amsterdam, Netherlands
dc.identifier.startpage 333 en_US
dc.identifier.endpage 358 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.conference International Conference on Computational Intelligence and Security
dc.for 150202 Financial Econometrics
dc.for 140212 Macroeconomics (Incl. Monetary and Fiscal Theory)
dc.personcode 010238
dc.personcode 030348
dc.personcode 716350
dc.percentage 60 en_US
dc.classification.name Macroeconomics (incl. Monetary and Fiscal Theory) en_US
dc.classification.type FOR-08 en_US
dc.edition 1 en_US
dc.edition 1
dc.edition 1
dc.edition 1
dc.custom en_US
dc.date.activity en_US
dc.date.activity 2006-11-03
dc.location.activity en_US
dc.location.activity Guangzhou, China
dc.description.keywords real-financial interaction; market reaction coefficient; bounded rationality heterogeneous agents; non-linear stochastic models; stock market booms & crashes en_US
dc.description.keywords Computational Intelligence, Information Security, Cryptographic
dc.description.keywords real-financial interaction
dc.description.keywords real-financial interaction
dc.description.keywords market reaction coefficient
dc.description.keywords market reaction coefficient
dc.description.keywords bounded rationality heterogeneous agents
dc.description.keywords bounded rationality heterogeneous agents
dc.description.keywords non-linear stochastic models
dc.description.keywords non-linear stochastic models
dc.description.keywords stock market booms & crashes
dc.description.keywords stock market booms & crashes
dc.description.keywords real-financial interaction
dc.description.keywords market reaction coefficient
dc.description.keywords bounded rationality heterogeneous agents
dc.description.keywords non-linear stochastic models
dc.description.keywords stock market booms & crashes
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10


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