Non-ergodic Behavior in a Financial Market with Interacting Investors
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More about this item
Keywords
financial markets; interaction; random difference equations; stochastic approximation;All these keywords.
JEL classification:
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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