مرکز منطقه ای اطلاع رساني علوم و فناوري - Time variation of second moments from a noise trader/infection model

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 :

From page :

To page :

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

Link To Document :