Pages that link to "Item:Q4528083"
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The following pages link to VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (Q4528083):
Displaying 50 items.
- Kinetic models for the trading of goods (Q1953111) (← links)
- Crises and collective socio-economic phenomena: simple models and challenges (Q1953112) (← links)
- Heterogeneous beliefs and the non-linear cobweb model (Q1978589) (← links)
- Prices, debt and market structure in an agent-based model of the financial market (Q1991937) (← links)
- Strategy switching in the Japanese stock market (Q1994138) (← links)
- Permutation entropy analysis of financial time series based on Hill's diversity number (Q2007475) (← links)
- Pricing power exchange options with Hawkes jump diffusion processes (Q2031319) (← links)
- Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach (Q2064596) (← links)
- The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
- Identification of market trends with string and D2-brane maps (Q2145559) (← links)
- Kinetic models for goods exchange in a multi-agent market (Q2150366) (← links)
- A new \& simple model of currency crisis: bifurcations and the emergence of a bad equilibrium (Q2164640) (← links)
- Estimating a model of herding behavior on social networks (Q2170596) (← links)
- Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in financial networks (Q2191454) (← links)
- Modified generalized sample entropy and surrogate data analysis for stock markets (Q2199610) (← links)
- Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets (Q2205684) (← links)
- Simulation of a financial market: the possibility of catastrophic disequilibrium (Q2213030) (← links)
- Investigations to the dynamics of wealth distribution in a kinetic exchange model (Q2243215) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- Exchange rate dynamics in a target zone-A heterogeneous expectations approach (Q2271632) (← links)
- Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study (Q2271645) (← links)
- Kinetic modeling of alcohol consumption (Q2283158) (← links)
- Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal (Q2341574) (← links)
- Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics (Q2410080) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Wealth distribution and collective knowledge: a Boltzmann approach (Q2955709) (← links)
- Econometric analysis of microscopic simulation models (Q3064019) (← links)
- STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET (Q3094465) (← links)
- SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
- Social climbing and Amoroso distribution (Q3386872) (← links)
- Trader Behavior and its Effect on Asset Price Dynamics (Q3395725) (← links)
- HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS (Q3426146) (← links)
- QUEUING, SOCIAL INTERACTIONS, AND THE MICROSTRUCTURE OF FINANCIAL MARKETS (Q3503185) (← links)
- MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING (Q3523515) (← links)
- MARKET STATISTICS OF A PSYCHOLOGY-BASED HETEROGENEOUS AGENT MODEL (Q3606401) (← links)
- Technical trading and the volatility of exchange rates (Q4610247) (← links)
- Fundamentalists, chartists and asset pricing anomalies (Q4619488) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Market-maker, inventory control and foreign exchange dynamics (Q4647282) (← links)
- Fundamentalists clashing over the book: a study of order-driven stock markets (Q4647292) (← links)
- Reaction to Extreme Events in a Minimal Agent Based Model (Q4687377) (← links)
- MARKET DEPTH AND PRICE DYNAMICS: A NOTE (Q4832378) (← links)
- Call center service times are lognormal: A Fokker–Planck description (Q4961318) (← links)
- Human behavior and lognormal distribution. A kinetic description (Q4972952) (← links)
- NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS (Q5012628) (← links)
- Loss aversion in an agent-based asset pricing model (Q5121497) (← links)
- Investor sentiment and trading behavior (Q5139741) (← links)
- Agent-Based Computational Economics (Q5150311) (← links)
- Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics (Q5225795) (← links)
- GARCH in spinor field (Q5233042) (← links)
