Rational expectations, psychology and inductive learning via moving thresholds
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DOI: 10.1016/j.physa.2008.01.061
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References listed on IDEAS
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Cited by:
- Kukacka, Jiri & Barunik, Jozef, 2013.
"Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5920-5938.
- Jiri Kukacka & Jozef Barunik, 2012. "Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment," Papers 1205.3763, arXiv.org, revised May 2013.
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Keywords
Heterogeneous agents; Stylized facts; Behavioural economics;All these keywords.
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