Excess covariance and dynamic instability in a multi-asset model (Q310954): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2145767567
@@ Property / OpenAlex ID: W2145767567 / rank @@
+Normal rank
@@ Property / cites work @@
+Market equilibria under procedural rationality
@@ Property / cites work: Market equilibria under procedural rationality / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders
+Normal rank
@@ Property / cites work @@
+Q4210478
@@ Property / cites work: Q4210478 / rank @@
+Normal rank
@@ Property / cites work @@
+Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
+Normal rank
@@ Property / cites work @@
+Evolution and market behavior
@@ Property / cites work: Evolution and market behavior / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of Financial Risk and Derivative Pricing
@@ Property / cites work: Theory of Financial Risk and Derivative Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
+Normal rank
@@ Property / cites work @@
+The Dynamic Interaction of Speculation and Diversification
+Normal rank
@@ Property / cites work @@
+Asset price and wealth dynamics under heterogeneous expectations
+Normal rank
@@ Property / cites work @@
+A bifurcation theory for a class of discrete time Markovian stochastic systems
+Normal rank
@@ Property / cites work @@
+Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
+Normal rank
@@ Property / cites work @@
+On Endogenous Competitive Business Cycles
@@ Property / cites work: On Endogenous Competitive Business Cycles / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic instability in a phenomenological model of correlated assets
+Normal rank
@@ Property / cites work @@
+A Recurring Theorem on Determinants
@@ Property / cites work: A Recurring Theorem on Determinants / rank @@
+Normal rank
@@ Property / cites work @@
+Information Markets and the Comovement of Asset Prices
+Normal rank
@@ Property / cites work @@
+MULTIASSET MARKET DYNAMICS
@@ Property / cites work: MULTIASSET MARKET DYNAMICS / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of dynamical systems
@@ Property / cites work: Stability of dynamical systems / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:310954