Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmateco.2004.08.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2023576194
@@ Property / OpenAlex ID: W2023576194 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4872459
@@ Property / cites work: Q4872459 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4210478
@@ Property / cites work: Q4210478 / rank @@
+Normal rank
@@ Property / cites work @@
+Invariant measures for Markov processes arising from iterated function systems with place-dependent probabilities
+Normal rank
@@ Property / cites work @@
+A new class of markov processes for image encoding
+Normal rank
@@ Property / cites work @@
+On the performance of efficient portfolios
@@ Property / cites work: On the performance of efficient portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Institutional architectures and behavioral ecologies in the dynamics of financial markets
+Normal rank
@@ Property / cites work @@
+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
+Normal rank
@@ Property / cites work @@
+Q5563135
@@ Property / cites work: Q5563135 / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete Choice with Social Interactions
@@ Property / cites work: Discrete Choice with Social Interactions / rank @@
+Normal rank
@@ Property / cites work @@
+A Rational Route to Randomness
@@ Property / cites work: A Rational Route to Randomness / rank @@
+Normal rank
@@ Property / cites work @@
+Evolutionary dynamics in markets with many trader types
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Stock price fluctuation as a diffusion in a random environment
+Normal rank
@@ Property / cites work @@
+A Microeconomic Approach to Diffusion Models For Stock Prices
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+The stochastic equation <i>Y</i><sub><i>t</i>+1</sub> = <i>A</i><sub><i>t</i></sub><i>Y</i><sub><i>t</i></sub> + <i>B</i><sub><i>t</i></sub> with non-stationary coefficients
+Normal rank
@@ Property / cites work @@
+Financial price fluctuations in a stock market model with many interacting agents
+Normal rank
@@ Property / cites work @@
+Some random walks arising in learning models. I
@@ Property / cites work: Some random walks arising in learning models. I / rank @@
+Normal rank
@@ Property / cites work @@
+Random difference equations and renewal theory for products of random matrices
+Normal rank
@@ Property / cites work @@
+Q3741845
@@ Property / cites work: Q3741845 / rank @@
+Normal rank
@@ Property / cites work @@
+Microeconomic Models for Long Memory in the Volatility of Financial Time Series
+Normal rank
@@ Property / cites work @@
+On rational belief equilibria
@@ Property / cites work: On rational belief equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+Endogenous economic fluctuations. Studies in the theory of rational beliefs
+Normal rank
@@ Property / cites work @@
+Genetic learning as an explanation of stylized facts of foreign exchange markets
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank
@@ Property / cites work @@
+Markov processes and learning models
@@ Property / cites work: Markov processes and learning models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3994694
@@ Property / cites work: Q3994694 / rank @@
+Normal rank
@@ Property / cites work @@
+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
+Normal rank
@@ Property / cites work @@
+Learning to Believe in Sunspots
@@ Property / cites work: Learning to Believe in Sunspots / rank @@
+Normal rank