Dynamic Models of Financial Markets with Heterogeneous Agents

被引：0
|
作者：
Tramontana, Fabio [1 ]
机构：
[1] Catholic Univ, Dept Math Sci Math Finance & Econometr, 9 Via Necchi, I-20123 Milan, MI, Italy
来源：
QUALITATIVE THEORY OF DYNAMICAL SYSTEMS, TOOLS AND APPLICATIONS FOR ECONOMIC MODELLING | 2016年
关键词：
D O I：
10.1007/978-3-319-33276-5_6
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this Chapter the qualitative theory of discrete time dynamical systems is applied to financial markets populated by heterogeneous and boundedly rational traders. It is shown as by using these assumptions some well known stylized facts of financial markets can be replicated even by using small scale models.
引用
收藏
页码：291 / 304
页数：14
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