Asset Price Dynamics among Heterogeneous Interacting Agents

Carl Chiarella (), Mauro Gallegati (), Roberto Leombruni and Antonio Palestrini ()

No 222, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: asset price dynamics; rational herding; mean field effects (search for similar items in EconPapers)
JEL-codes: G12 G14 C72 (search for similar items in EconPapers)
Date: Written 2002-07-01

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Asset Price Dynamics among Heterogeneous Interacting Agents (2003)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this paper

More papers in Computing in Economics and Finance 2002 from Society for Computational Economics
Contact information at EDIRC.
Series data maintained by Christopher F. Baum ().