Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation
Crossref DOI link: https://doi.org/10.1007/s11403-014-0140-6
Published Online: 2014-08-20
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Franke, Reiner
Westerhoff, Frank
Text and Data Mining valid from 2014-08-20