Pages that link to "Item:Q1655513"
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The following pages link to Booms, busts and behavioural heterogeneity in stock prices (Q1655513):
Displaying 16 items.
- Breaks and persistency: macroeconomic causes of stock market volatility (Q292011) (← links)
- Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862) (← links)
- Behavioral heterogeneity in stock prices (Q1017073) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Boom-bust dynamics in a stock market participation model with heterogeneous traders (Q1657388) (← links)
- Stock market participation and endogenous boom-bust dynamics (Q1672724) (← links)
- Identifying booms and busts in house prices under heterogeneous expectations (Q2002656) (← links)
- Speculative asset price dynamics and wealth taxes (Q2064592) (← links)
- Does the ``uptick rule'' stabilize the stock market? Insights from adaptive rational equilibrium dynamics (Q2122405) (← links)
- Behavioral heterogeneity and financial crisis: the role of sentiment (Q2162939) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- Determinants of investor expectations and satisfaction. A study with financial professionals (Q2291433) (← links)
- A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market (Q2675489) (← links)
- Quantifying Interactions in Nonlinear Feedback Dynamics: A Time Series Analysis (Q4626482) (← links)
- (Q5450685) (← links)
- Detecting and measuring financial cycles in heterogeneous agents models: an empirical analysis (Q6497622) (← links)