Sciweavers

ERCIM
2010

Smart Agents and Sentiment in the Heterogeneous Agent Model

13 years 4 months ago
Smart Agents and Sentiment in the Heterogeneous Agent Model
: We show that the cusp catastrophe model explains the crash of stock exchanges much better than other models. On the data of U.S. stock markets we demonstrate that the crash of 1987 may be better explained by cusp catastrophe theory, which is not true for the
Lukás Vácha, Jozef Baruník, M
Added 10 Dec 2010
Updated 10 Dec 2010
Type Journal
Year 2010
Where ERCIM
Authors Lukás Vácha, Jozef Baruník, Miloslav Vosvrda
Comments (0)