Pages that link to "Item:Q818533"
From MaRDI portal
The following pages link to Asset price bubbles and crashes with near-zero-intelligence traders (Q818533):
Displaying 8 items.
- Varieties of agents in agent-based computational economics: a historical and an interdisciplinary perspective (Q428012) (← links)
- The invisible hand and the rational agent are behind bubbles and crashes (Q508310) (← links)
- Rate of return parity with robot asset traders (Q883128) (← links)
- Simulating the madness of crowds: Price bubbles in an auction-mediated robot market (Q1273456) (← links)
- Impact of value-at-risk models on market stability (Q1655705) (← links)
- Over-the-counter versus double auction in asset markets with near-zero-intelligence traders (Q2098003) (← links)
- Do stylised facts of order book markets need strategic behaviour? (Q2271672) (← links)
- Linking agent-based models and stochastic models of financial markets (Q2962164) (← links)