03-103/1 - Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS

• Authors
  Cees Diks, Faculty of Economics and Econometrics, Universiteit van Amsterdam; Roy van der Weide, Faculty of Economics and Econometrics, Universiteit van Amsterdam
• Publication date
  December 19, 2003

• Keywords
  Continuous beliefs systems; Random dynamical systems; Heterogeneity; Herding; ARIMA; GARCH; Long-range dependence
• JEL
  C5; G1; D8; F31