Econometric analysis of microscopic simulation models (Q3064019): Difference between revisions

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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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+An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Introduction to the Mathematical and Satistical Foundations of Econometrics
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+Generalized autoregressive conditional heteroscedasticity
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+A Rational Route to Randomness
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+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
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+The Dynamic Interaction of Speculation and Diversification
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+Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case
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+Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Long memory relationships and the aggregation of dynamic models
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+Power-law behaviour, heterogeneity, and trend chasing
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+Heterogeneity, convergence, and autocorrelations
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+Fractional differencing
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+Agent-based computational finance: Suggested readings and early research
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Representativeness of news and exchange rate dynamics
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
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