Title of article

Time variation of second moments from a noise trader/infection model

Author/Authors

Thomas Lux، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1997

Pages

38

From page

1

To page

38

Keywords

Speculation , Noise traders , market microstructure , Heteroscedasticity

Journal title

Journal of Economic Dynamics and Control

Serial Year

1997

Journal title

Journal of Economic Dynamics and Control

Record number

237493