Pages that link to "Item:Q1274209"
From MaRDI portal
The following pages link to Heterogeneous beliefs and routes to chaos in a simple asset pricing model (Q1274209):
Displaying 50 items.
- Homoclinic bifurcations in heterogeneous market models. (Q1419172) (← links)
- Chaotic dynamics in nonlinear duopoly game with heterogeneous players. (Q1426194) (← links)
- Fuzzy inductive reasoning, expectation formation and the behavior of security prices (Q1583447) (← links)
- Heterogeneous beliefs, risk and learning in a simple asset pricing model (Q1610301) (← links)
- Are transaction taxes a cause of financial instability? (Q1619292) (← links)
- Learning from experience in the stock market (Q1624047) (← links)
- Asset prices and wealth dynamics in a financial market with random demand shocks (Q1624119) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Booms, busts and behavioural heterogeneity in stock prices (Q1655513) (← links)
- Bayesian estimation of agent-based models (Q1655642) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- Impact of value-at-risk models on market stability (Q1655705) (← links)
- Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents (Q1655720) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach (Q1656405) (← links)
- Optimal monetary policy in a New Keynesian model with heterogeneous expectations (Q1656469) (← links)
- Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) (← links)
- Optimal monetary policy in a New Keynesian model with animal spirits and financial markets (Q1656771) (← links)
- Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
- A laboratory experiment on the heuristic switching model (Q1657355) (← links)
- Interactions between stock, bond and housing markets (Q1657356) (← links)
- Oligopoly game: price makers meet price takers (Q1657359) (← links)
- The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle (Q1657370) (← links)
- Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics (Q1657373) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- Cognitive ability and earnings performance: evidence from double auction market experiments (Q1657386) (← links)
- Boom-bust dynamics in a stock market participation model with heterogeneous traders (Q1657388) (← links)
- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390) (← links)
- Time-varying arbitrage and dynamic price discovery (Q1657391) (← links)
- Learning, information processing and order submission in limit order markets (Q1657445) (← links)
- A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
- Animal spirits and credit cycles (Q1657484) (← links)
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment (Q1673332) (← links)
- Connectivity, information jumps, and market stability: an agent-based approach (Q1674796) (← links)
- Some reflections on past and future of nonlinear dynamics in economics and finance (Q1715593) (← links)
- Steady states, stability and bifurcations in multi-asset market models (Q1715611) (← links)
- Heterogeneous expectations and speculative behavior in insurance-linked securities (Q1723394) (← links)
- Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects (Q1734560) (← links)
- Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case (Q1853206) (← links)
- Nonlinear dynamics in the Cournot duopoly game with heterogeneous players (Q1859799) (← links)
- Intermittent chaos in a model of financial markets with heterogeneous agents (Q1878046) (← links)
- Exchange rate bifurcation in a stochastic evolutionary finance model (Q1938897) (← links)
- New analyses of duopoly game with output lower limiters (Q1949455) (← links)
- Time series properties of an artificial stock market (Q1960557) (← links)
- Agent-based computational finance: Suggested readings and early research (Q1978584) (← links)
- Heterogeneous beliefs and the non-linear cobweb model (Q1978589) (← links)
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents (Q1978590) (← links)
- Statistical properties of genetic learning in a model of exchange rate (Q1978598) (← links)
- Prices, debt and market structure in an agent-based model of the financial market (Q1991937) (← links)
- Evolution and market behavior with endogenous investment rules (Q1991938) (← links)
