Pages that link to "Item:Q4528083"
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The following pages link to VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (Q4528083):
Displaying 50 items.
- Boltzmann-type models for price formation in the presence of behavioral aspects (Q258513) (← links)
- Estimation of an agent-based model of investor sentiment formation in financial markets (Q310977) (← links)
- The bounds of heavy-tailed return distributions in evolving complex networks (Q469745) (← links)
- Coexistence of equilibria in a New Keynesian model with heterogeneous beliefs (Q506818) (← links)
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Simple agent-based dynamical system models for efficient financial markets: theory and examples (Q516053) (← links)
- Animal spirits and monetary policy (Q540411) (← links)
- Complex dynamics associated with the appearance/disappearance of invariant closed curves (Q543643) (← links)
- Evolutionary dynamics in markets with many trader types (Q556400) (← links)
- Genetic learning as an explanation of stylized facts of foreign exchange markets (Q556409) (← links)
- Institutional architectures and behavioral ecologies in the dynamics of financial markets (Q556412) (← links)
- Behavioral heterogeneity in the option market (Q609834) (← links)
- An introduction to statistical finance (Q699524) (← links)
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← links)
- Evolution of heterogeneous beliefs and asset overvaluation (Q845608) (← links)
- Target zone interventions and coordination of expectations (Q850929) (← links)
- Complex price dynamics in a financial market with imitation (Q943959) (← links)
- Stability, chaos and multiple attractors: a single agent makes a difference (Q951400) (← links)
- Speculative markets and the effectiveness of price limits (Q951476) (← links)
- Heterogeneity of agents, transactions costs and the exchange rate (Q953773) (← links)
- A robust rational route to randomness in a simple asset pricing model (Q953788) (← links)
- Commodity markets, price limiters and speculative price dynamics (Q956452) (← links)
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach (Q956504) (← links)
- Financial crises and interacting heterogeneous agents (Q976527) (← links)
- The role of communication and imitation in limit order markets (Q977765) (← links)
- Minimal agent based model for financial markets. I (Q977859) (← links)
- Minimal agent based model for financial markets. II (Q977860) (← links)
- Stylized facts from a threshold-based heterogeneous agent model (Q978829) (← links)
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- Fat tails and volatility clustering in experimental asset markets (Q1017068) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- An evolutionary game theory explanation of ARCH effects (Q1027364) (← links)
- Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
- Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence (Q1045793) (← links)
- Linking market interaction intensity of 3D Ising type financial model with market volatility (Q1619821) (← links)
- Ising model of financial markets with many assets (Q1619880) (← links)
- Impact of value-at-risk models on market stability (Q1655705) (← links)
- Direct comparison of agent-based models of herding in financial markets (Q1656464) (← links)
- Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
- Cognitive ability and earnings performance: evidence from double auction market experiments (Q1657386) (← links)
- A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
- Investments in random environments (Q1672930) (← links)
- Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
- A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
- Price dynamics in an order-driven market with Bayesian learning (Q1723051) (← links)
- Price drops, fluctuations, and correlation in a multi-agent model of stock markets (Q1847458) (← links)
- Critical market crashes (Q1867905) (← links)
- Volatility clustering in agent based market models (Q1873924) (← links)
- Correlations and response: absence of detailed balance on the stock market (Q1873935) (← links)
- Kinetic models for the trading of goods (Q1953111) (← links)
