Herding behaviour and volatility clustering in financial markets (Q4555131): Difference between revisions

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+A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
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+Estimation of agent-based models: The case of an asymmetric herding model
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+Minimal agent based model for financial markets. I
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+Minimal agent based model for financial markets. II
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+Behavioral heterogeneity in stock prices
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+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
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+Stylized facts of financial markets and market crashes in Minority Games
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+Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
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+The impact of heterogeneous trading rules on the limit order book and order flows
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+Empirical properties of asset returns: stylized facts and statistical issues
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+HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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+Structural stochastic volatility in asset pricing dynamics: estimation and model contest
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+A global optimization heuristic for estimating agent based models
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+Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
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+A simple general approach to inference about the tail of a distribution
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+AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS
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+Handbook of computational economics. Vol. 2: Agent-based computational economics
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+Time series properties of an artificial stock market
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+Introduction to Econophysics
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+Representativeness of news and exchange rate dynamics
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+MONTE CARLO SIMULATION OF VOLATILITY CLUSTERING IN MARKET MODEL WITH HERDING
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+MULTIASSET MARKET DYNAMICS
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