The following pages link to (Q3400730):
Displaying 26 items.
- Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model (Q426665) (← links)
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Genetic learning as an explanation of stylized facts of foreign exchange markets (Q556409) (← links)
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
- Stochastic equilibrium: Learning by exponential smoothing (Q951386) (← links)
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583) (← links)
- On the specification of noise in two agent-based asset pricing models (Q976529) (← links)
- Fat tails and volatility clustering in experimental asset markets (Q1017068) (← links)
- An evolutionary game theory explanation of ARCH effects (Q1027364) (← links)
- Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
- Understanding the determinants of volatility clustering in terms of stationary Markovian processes (Q1619870) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach (Q1656405) (← links)
- Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) (← links)
- Some reflections on past and future of nonlinear dynamics in economics and finance (Q1715593) (← links)
- Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
- Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- Coordinated bubbles and crashes (Q2246733) (← links)
- Asset prices, traders' behavior and market design (Q2270562) (← links)
- A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market (Q2675489) (← links)
- MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING (Q3523515) (← links)
- Real and financial market interactions in a multiplier-accelerator model: Nonlinear dynamics, multistability and stylized facts (Q4644311) (← links)
- Nonparametric dependence modeling via cluster analysis: A financial contagion application (Q5084004) (← links)
- Estimation of heuristic switching in behavioral macroeconomic models (Q6106649) (← links)
- An endogenous evolution mechanism model of asset prices based on time-varying risk aversion coefficient (Q6618291) (← links)
