Pages that link to "Item:Q1390898"

The following pages link to Time variation of second moments from a noise trader/infection model (Q1390898):

Displaying 17 items.

• Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
• Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
• An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) (← links)
• Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
• Stock market crashes as social phase transitions (Q844572) (← links)
• Quantifying and understanding the economics of large financial movements (Q844583) (← links)
• A behavioral asset pricing model with a time-varying second moment (Q943159) (← links)
• The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach (Q956504) (← links)
• From discrete to continuous time evolutionary finance models (Q964562) (← links)
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583) (← links)
• Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
• From quantum mechanics to finance: microfoundations for jumps, spikes and high volatility phases in diffusion price processes (Q1620384) (← links)
• Cognitive ability and earnings performance: evidence from double auction market experiments (Q1657386) (← links)
• Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) (← links)
• Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case (Q1853206) (← links)
• The exact solution of spatial logit response games (Q2327839) (← links)
• Trader Behavior and its Effect on Asset Price Dynamics (Q3395725) (← links)