Pages that link to "Item:Q1274209"
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The following pages link to Heterogeneous beliefs and routes to chaos in a simple asset pricing model (Q1274209):
Displaying 37 items.
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets (Q4619545) (← links)
- BCB Curves and Contact Bifurcations in Piecewise Linear Discontinuous Map Arising in a Financial Market (Q4630081) (← links)
- A simulation analysis of the microstructure of double auction markets* (Q4646795) (← links)
- Profitable technical trading rules as a source of price instability (Q4647265) (← links)
- Market-maker, inventory control and foreign exchange dynamics (Q4647282) (← links)
- A dynamical systems model of price bubbles and cycles (Q5001132) (← links)
- Trading profitability from learning and adaptation on the Tokyo Stock Exchange (Q5001183) (← links)
- Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map (Q5056839) (← links)
- Subsidies and Interacting Crop Market Dynamics (Q5106238) (← links)
- An agent-based macroeconomic model with interacting firms, socio-economic opinion formation and optimistic/pessimistic sales expectations (Q5131406) (← links)
- Investor sentiment and trading behavior (Q5139741) (← links)
- Come Together: The Role of Cognitively Biased Imitators in a Small Scale Agent-Based Financial Market (Q5148535) (← links)
- Agent-Based Computational Economics (Q5150311) (← links)
- Complex dynamics in learning complicated games (Q5170992) (← links)
- TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS (Q5291324) (← links)
- Herd behavior, bubbles and social interactions in financial markets (Q5404068) (← links)
- MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES (Q5464336) (← links)
- LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL (Q5483960) (← links)
- THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS (Q5484258) (← links)
- BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC (Q5696879) (← links)
- Tobin tax and market depth (Q5697328) (← links)
- Multiscale analysis of economic time series by scale-dependent Lyapunov exponent (Q5746760) (← links)
- Noncausality and asset pricing (Q5881688) (← links)
- Consistent expectations equilibria and learning in a stock market (Q5958700) (← links)
- Social contagion and the survival of diverse investment styles (Q6048132) (← links)
- Refinement of dynamic equilibrium using small random perturbations (Q6077832) (← links)
- Currency manipulation and currency wars: analyzing the dynamics of competitive central bank interventions (Q6106610) (← links)
- Estimation of heuristic switching in behavioral macroeconomic models (Q6106649) (← links)
- The impacts of investor network and herd behavior on market stability: social learning, network structure, and heterogeneity (Q6106790) (← links)
- The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos (Q6130998) (← links)
- The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach (Q6148811) (← links)
- Extrapolative asset pricing (Q6166477) (← links)
- Detecting and measuring financial cycles in heterogeneous agents models: an empirical analysis (Q6497622) (← links)
- Black-box Bayesian inference for agent-based models (Q6567092) (← links)
- Macro-financial dynamics: theories, empirical methods, and time scales (Q6609970) (← links)
- An endogenous evolution mechanism model of asset prices based on time-varying risk aversion coefficient (Q6618291) (← links)
- The emergence of chaos in productivity distribution dynamics (Q6655442) (← links)