Empirical properties of a heterogeneous agent model in large dimensions (Q1655655): Difference between revisions

@@ Property / cites work @@
+Estimation of agent-based models: The case of an asymmetric herding model
+Normal rank
@@ Property / cites work @@
+Market equilibria under procedural rationality
@@ Property / cites work: Market equilibria under procedural rationality / rank @@
+Normal rank
@@ Property / cites work @@
+Excess covariance and dynamic instability in a multi-asset model
+Normal rank
@@ Property / cites work @@
+The impact of short-selling constraints on financial market stability in a heterogeneous agents model
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Behavioral heterogeneity in stock prices
@@ Property / cites work: Behavioral heterogeneity in stock prices / rank @@
+Normal rank
@@ Property / cites work @@
+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
+Normal rank
@@ Property / cites work @@
+Evolutionary dynamics in markets with many trader types
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+A Framework for CAPM with Heterogeneous Beliefs
@@ Property / cites work: A Framework for CAPM with Heterogeneous Beliefs / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+Diversified minimum-variance portfolios
@@ Property / cites work: Diversified minimum-variance portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium heterogeneous-agent models as measurement tools: some Monte Carlo evidence
+Normal rank
@@ Property / cites work @@
+Financial Markets Equilibrium with Heterogeneous Agents*
+Normal rank
@@ Property / cites work @@
+Least angle regression. (With discussion)
@@ Property / cites work: Least angle regression. (With discussion) / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Vast Portfolio Selection With Gross-Exposure Constraints
+Normal rank
@@ Property / cites work @@
+Cross-sectional asset pricing with heterogeneous preferences and beliefs
+Normal rank
@@ Property / cites work @@
+Power-law behaviour, heterogeneity, and trend chasing
+Normal rank
@@ Property / cites work @@
+Heterogeneity, convergence, and autocorrelations
@@ Property / cites work: Heterogeneity, convergence, and autocorrelations / rank @@
+Normal rank
@@ Property / cites work @@
+A robust rational route to randomness in a simple asset pricing model
+Normal rank
@@ Property / cites work @@
+Financial crises and interacting heterogeneous agents
+Normal rank
@@ Property / cites work @@
+Estimation for Markowitz Efficient Portfolios
@@ Property / cites work: Estimation for Markowitz Efficient Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Heterogeneous beliefs, asset prices, and volatility in a pure exchange economy
+Normal rank
@@ Property / cites work @@
+Estimation of an agent-based model of investor sentiment formation in financial markets
+Normal rank
@@ Property / cites work @@
+A calibration procedure for analyzing stock price dynamics in an agent-based framework
+Normal rank
@@ Property / cites work @@
+Evolution of heterogeneous beliefs and asset overvaluation
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Investor heterogeneity, asset pricing and volatility dynamics
+Normal rank