research product . Other ORP type . 2015

A Socio-Finance Model: Inference and empirical application

Andersen, Jørgen Vitting; Vrontos, Ioannis D.; Dellaportas, Petros; Galam, Serge;
English
  • Published: 01 Oct 2015
  • Publisher: HAL CCSD
  • Country: France
Abstract
URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp2015.html; Documents de travail du Centre d'Economie de la Sorbonne 2015.76 - ISSN : 1955-611X; In this report, we show the empirical application of our socio-finance model introduced in Andersen, Vrontos, Dellaportas and Galam (2014).
Subjects
free text keywords: stylized facts, Socio-finance, communication, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [QFIN]Quantitative Finance [q-fin], [SCCO]Cognitive science
Related Organizations
Funded by
EC| SYRTO
Project
SYRTO
SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions
  • Funder: European Commission (EC)
  • Project Code: 320270
  • Funding stream: FP7 | SP1 | SSH

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