Linking agent-based models and stochastic models of financial markets (Q2962164): Difference between revisions

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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Generalized autoregressive conditional heteroscedasticity
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+Asset price bubbles and crashes with near-zero-intelligence traders
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+Price fluctuations from the order book perspective - empirical facts and a simple model
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+Genetic learning as an explanation of stylized facts of foreign exchange markets
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+Does observation of others affect learning in strategic environments? An experimental study
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+A simple general approach to inference about the tail of a distribution
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+Cross-correlations between volume change and price change
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+Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach
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+SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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