Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach

By Simone Alfarano, Thomas Lux, Friedrich Wagner. 2008

191 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/370b54a491aed4237d09537be819ddc197332c7c