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0395344 - ÚTIA 2014 RIV NL eng J - Journal Article
Kukačka, Jiří - Baruník, Jozef
Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment.
Physica. A : Statistical Mechanics and its Applications. Roč. 392, č. 23 (2013), s. 5920-5938. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR GA402/09/0965
Institutional support: RVO:67985556
Keywords : Heterogeneous agent model * Behavioural finance * Herding * Overconfidence * Market sentiment * Stock market crash
Subject RIV: AH - Economics
Impact factor: 1.722, year: 2013
http://library.utia.cas.cz/separaty/2013/E/barunik-0395344.pdf
Permanent Link: http://hdl.handle.net/11104/0223482