On the Concept of Endogenous Volatility (Q4562460): Difference between revisions

@@ Property / describes a project that uses @@
+DMC
@@ Property / describes a project that uses: DMC / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1531488781
@@ Property / OpenAlex ID: W1531488781 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3354434
@@ Property / cites work: Q3354434 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Q3099631
@@ Property / cites work: Q3099631 / rank @@
+Normal rank
@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
+Normal rank
@@ Property / cites work @@
+Behavioral heterogeneity in stock prices
@@ Property / cites work: Behavioral heterogeneity in stock prices / rank @@
+Normal rank
@@ Property / cites work @@
+A New Keynesian model with heterogeneous expectations
+Normal rank
@@ Property / cites work @@
+A Rational Route to Randomness
@@ Property / cites work: A Rational Route to Randomness / 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 @@
+Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Endogenous inequality and fluctuations in a two-country model
+Normal rank
@@ Property / cites work @@
+Period Three Implies Chaos
@@ Property / cites work: Period Three Implies Chaos / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear dynamical systems in economics. Lectures held at CISM, Udine, Italy
+Normal rank
@@ Property / cites work @@
+Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations
+Normal rank
@@ Property / cites work @@
+Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
+Normal rank
@@ Property / cites work @@
+Q4552138
@@ Property / cites work: Q4552138 / rank @@
+Normal rank
@@ Property / cites work @@
+Chaos in East European black market exchange rates
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Misperception-driven chaos: theory and policy implications
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4562460