Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach

Simone Alfarano, Thomas Lux and Friedrich Wagner

Journal of Economic Dynamics and Control, 2008, vol. 32, issue 1, 101-136

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:32:y:2008:i:1:p:101-136

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