Pages that link to "Item:Q609834"
From MaRDI portal
The following pages link to Behavioral heterogeneity in the option market (Q609834):
Displaying 14 items.
- Heterogeneity, nonlinearity and endogenous market volatility (Q300996) (← links)
- Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862) (← links)
- Heterogeneity and option pricing (Q375315) (← links)
- Estimation of a structural stochastic volatility model of asset pricing (Q540665) (← links)
- The heterogeneous expectations hypothesis: Some evidence from the lab (Q622229) (← links)
- Modeling and simulation of an artificial stock option market (Q943963) (← links)
- Disagreement and equilibrium option trading volume (Q1415633) (← links)
- Impact of divergent consumer confidence on option prices (Q1417891) (← links)
- Booms, busts and behavioural heterogeneity in stock prices (Q1655513) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- The stock-bond comovements and cross-market trading (Q1656474) (← links)
- Time-varying arbitrage and dynamic price discovery (Q1657391) (← links)
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment (Q1673332) (← links)
- Heterogeneous expectations in the gold market: specification and estimation (Q1994393) (← links)