Pages that link to "Item:Q508271"
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The following pages link to Financial power laws: empirical evidence, models, and mechanisms (Q508271):
Displaying 15 items.
- Nonlinear expectations in speculative markets -- evidence from the ECB Survey of Professional Forecasters (Q310925) (← links)
- Complexity in quantitative finance and economics (Q508270) (← links)
- Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map (Q651356) (← links)
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583) (← links)
- A model of the topology of the bank -- firm credit network and its role as channel of contagion (Q1656782) (← links)
- Disturbances and complexity in volatility time series (Q1694527) (← links)
- A note on power-law cross-correlated processes (Q2122871) (← links)
- Universal Poisson-process limits for general random walks (Q2151817) (← links)
- Quantifying the concerns of Dimon and Buffett with data and computation (Q2181537) (← links)
- Research on the portfolio model based on mean-MF-DCCA under multifractal feature constraint (Q2223795) (← links)
- Market stability with machine learning agents (Q2246684) (← links)
- Network structure andn-dependence in agent-based herding models (Q2271608) (← links)
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
- A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market (Q2675489) (← links)
- Reduction from non-Markovian to Markovian dynamics: the case of aging in the noisy-voter model (Q5135066) (← links)
