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.
- Herding, trend chasing and market volatility (Q1991959) (← links)
- Strategy switching in the Japanese stock market (Q1994138) (← links)
- The bull and bear market model of Huang and Day: some extensions and new results (Q1994165) (← links)
- Asset price dynamics with heterogeneous beliefs and local network interactions (Q1994187) (← links)
- Monetary policy transmission in a model with animal spirits and house price booms and busts (Q1994207) (← links)
- Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders (Q1994238) (← links)
- Exchange rate expectations of chartists and fundamentalists (Q1994267) (← links)
- Heterogeneous expectations in the gold market: specification and estimation (Q1994393) (← links)
- Adaptive learning and distributional dynamics in an incomplete markets model (Q1994406) (← links)
- Heterogeneous beliefs in over-the-counter markets (Q1994417) (← links)
- Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
- Nonlinear dynamics of continuous-variable quantum games with bounded rationality (Q1994762) (← links)
- Identifying booms and busts in house prices under heterogeneous expectations (Q2002656) (← links)
- Income inequality, consumption, credit and credit risk in a data-driven agent-based model (Q2002661) (← links)
- Can competition between forecasters stabilize asset prices in learning to forecast experiments? (Q2007857) (← links)
- Heterogeneous beliefs, monetary policy, and stock price volatility (Q2036005) (← links)
- Monetary policy with a state-dependent inflation target in a behavioral two-country monetary union model (Q2054825) (← links)
- Speculative asset price dynamics and wealth taxes (Q2064592) (← links)
- Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach (Q2064596) (← links)
- Cross-section instability in financial markets: impatience, extrapolation, and switching (Q2064597) (← links)
- Implicit government guarantees and the externality of portfolio diversification: a complex network approach (Q2067602) (← links)
- Statistical arbitrage and risk contagion (Q2102882) (← links)
- Production delays, supply distortions and endogenous price dynamics (Q2108627) (← links)
- An asset pricing model with accuracy-driven evolution of heterogeneous expectations (Q2108729) (← links)
- Governance structure, technical change, and industry competition (Q2115963) (← links)
- A dynamical model for real economy and finance (Q2120605) (← links)
- Does the ``uptick rule'' stabilize the stock market? Insights from adaptive rational equilibrium dynamics (Q2122405) (← links)
- Dynamics of the Shapovalov mid-size firm model (Q2123681) (← links)
- Fat tails arise endogenously from supply/demand, with or without jump processes (Q2133227) (← links)
- Effects of fundamentals acquisition and strategy switch on stock price dynamics (Q2148678) (← links)
- Behavioral heterogeneity and financial crisis: the role of sentiment (Q2162939) (← links)
- Bounded rationality, asymmetric information and mispricing in financial markets (Q2168545) (← links)
- Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents (Q2169667) (← links)
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
- The behavioral economics of currency unions: economic integration and monetary policy (Q2177996) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- A comparison of economic agent-based model calibration methods (Q2181534) (← links)
- Herding, minority game, market clearing and efficient markets in a simple spin model framework (Q2204799) (← links)
- On the price dynamics of a two-dimensional financial market model with entry levels (Q2205361) (← links)
- Dynamics of a durable commodity market involving trade at disequilibrium (Q2205795) (← links)
- Heterogeneous agents in multi-markets: a coupled map lattices approach (Q2228558) (← links)
- A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities (Q2228559) (← links)
- Speculative behavior and chaotic asset price dynamics: on the emergence of a bandcount accretion bifurcation structure (Q2238317) (← links)
- Are professional forecasters Bayesian? (Q2246688) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- Instability in the cobweb model under the BNN dynamic (Q2267529) (← links)
- A dynamic stochastic model of asset pricing with heterogeneous beliefs (Q2267813) (← links)
- A New Keynesian model with heterogeneous expectations (Q2270559) (← links)
- Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation (Q2270561) (← links)
- Asset prices, traders' behavior and market design (Q2270562) (← links)
