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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
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