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 19 items.
- TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS (Q5291324) (← links)
- APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY (Q5300024) (← links)
- A RANDOM CLUSTER PROCESS APPROACH TO COLLECTIVE MARKET DYNAMICS WITH LOCAL INTERACTIONS (Q5324403) (← links)
- INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS (Q5325988) (← links)
- Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes (Q5397932) (← links)
- Non‐stationary autoregressive processes with infinite variance (Q5397966) (← links)
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973) (← links)
- THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS (Q5484258) (← links)
- Random walks, liquidity molasses and critical response in financial markets (Q5484636) (← links)
- BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC (Q5696879) (← links)
- Tobin tax and market depth (Q5697328) (← links)
- (Q5699370) (← links)
- Microscopic models for long ranged volatility correlations (Q5947863) (← links)
- Social contagion and the survival of diverse investment styles (Q6048132) (← links)
- Finding our way in the dark: approximate MCMC for approximate Bayesian methods (Q6121616) (← links)
- Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)
- Robust mathematical formulation and probabilistic description of agent-based computational economic market models (Q6497548) (← links)
- Kinetic model for asset allocation with strategy switching (Q6500343) (← links)
- Hedging and utility valuation of a defaultable claim driven by Hawkes processes (Q6580708) (← links)
