Pages that link to "Item:Q2270570"
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The following pages link to Dynamic instability in generic model of multi-assets markets (Q2270570):
Displaying 11 items.
- Excess covariance and dynamic instability in a multi-asset model (Q310954) (← links)
- An evolutionary CAPM under heterogeneous beliefs (Q470657) (← links)
- Dynamic equilibrium and volatility in financial asset markets (Q1379917) (← links)
- Institutional investors and the dependence structure of asset returns (Q2800050) (← links)
- On the non-stationarity of financial time series: impact on optimal portfolio selection (Q3301374) (← links)
- On the concentration of large deviations for fat tailed distributions, with application to financial data (Q3302064) (← links)
- Sparse model selection in the highly under-sampled regime (Q3302832) (← links)
- Time-varying economic dominance in financial markets: A bistable dynamics approach (Q4575499) (← links)
- Quantifying Interactions in Nonlinear Feedback Dynamics: A Time Series Analysis (Q4626482) (← links)
- Non-universal scaling and dynamical feedback in generalized models of financial markets (Q5951392) (← links)
- Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)
