Dynamic effects of increasing heterogeneity in financial markets
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Publication:602506
DOI10.1016/j.chaos.2008.07.022zbMath1198.91138OpenAlexW1990321665MaRDI QIDQ602506
Giorgio Ricchiuti, Ahmad K. Naimzada
Publication date: 4 November 2010
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: http://repec.dems.unimib.it/repec/pdf/mibwpaper111.pdf
Related Items (9)
A note on biased fundamentalists ⋮ A financial market model with endogenous fundamental values through imitative behavior ⋮ The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos ⋮ Homoclinic and Heteroclinic Motions in Economic Models with Exogenous Shocks ⋮ Studying heterogeneity among fundamentalists in financial markets: a note ⋮ Eductive Stability, Heterogeneous Information Costs and Period-Two Cycle Multiplicity ⋮ Real and financial interacting markets: a behavioral macro-model ⋮ Heterogeneous fundamentalists and market maker inventories ⋮ Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach
Cites Work
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
- The dynamics of speculative behaviour
- Heterogeneous fundamentalists and imitative processes
- A behavioral asset pricing model with a time-varying second moment
- A robust rational route to randomness in a simple asset pricing model
- Commodity markets, price limiters and speculative price dynamics
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- From bi-stability to chaotic oscillations in a macroeconomic model
- THE PERIOD OF FINANCIAL DISTRESS IN SPECULATIVE MARKETS: INTERACTING HETEROGENEOUS AGENTS AND FINANCIAL CONSTRAINTS
- A Rational Route to Randomness
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