Speculative behavior and the dynamics of interacting stock markets (Q1994607): Difference between revisions

@@ Property / author @@
-Frank H. Westerhoff
@@ Property / author: Frank H. Westerhoff / rank @@
-Normal rank
@@ Property / author @@
+Frank H. Westerhoff
@@ Property / author: Frank H. Westerhoff / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2102540642
@@ Property / OpenAlex ID: W2102540642 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of agent-based models: The case of an asymmetric herding model
+Normal rank
@@ Property / cites work @@
+Excess covariance and dynamic instability in a multi-asset model
+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 @@
+More hedging instruments may destabilize markets
@@ Property / cites work: More hedging instruments may destabilize markets / rank @@
+Normal rank
@@ Property / cites work @@
+The Dynamic Interaction of Speculation and Diversification
+Normal rank
@@ Property / cites work @@
+An evolutionary CAPM under heterogeneous beliefs
@@ Property / cites work: An evolutionary CAPM under heterogeneous beliefs / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS
+Normal rank
@@ Property / cites work @@
+The interplay between two stock markets and a related foreign exchange market: A simulation approach
+Normal rank
@@ Property / cites work @@
+When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
+Normal rank
@@ Property / cites work @@
+Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
+Normal rank
@@ Property / cites work @@
+On the specification of noise in two agent-based asset pricing models
+Normal rank
@@ Property / cites work @@
+Structural stochastic volatility in asset pricing dynamics: estimation and model contest
+Normal rank
@@ Property / cites work @@
+Q3400730
@@ Property / cites work: Q3400730 / rank @@
+Normal rank
@@ Property / cites work @@
+A global optimization heuristic for estimating agent based models
+Normal rank
@@ Property / cites work @@
+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Power-law behaviour, heterogeneity, and trend chasing
+Normal rank
@@ Property / cites work @@
+The heterogeneous expectations hypothesis: Some evidence from the lab
+Normal rank
@@ Property / cites work @@
+Financial crises and interacting heterogeneous agents
+Normal rank
@@ Property / cites work @@
+BUBBLES IN FOREIGN EXCHANGE MARKETS
@@ Property / cites work: BUBBLES IN FOREIGN EXCHANGE MARKETS / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4429832
@@ Property / cites work: Q4429832 / rank @@
+Normal rank
@@ Property / cites work @@
+Speculative markets and the effectiveness of price limits
+Normal rank
@@ Property / cites work @@
+MULTIASSET MARKET DYNAMICS
@@ Property / cites work: MULTIASSET MARKET DYNAMICS / rank @@
+Normal rank
@@ Property / cites work @@
+The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
+Normal rank