Pages that link to "Item:Q684761"
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The following pages link to The dynamics of speculative behaviour (Q684761):
Displaying 50 items.
- Animal spirits in the foreign exchange market (Q310958) (← links)
- Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model (Q426665) (← links)
- Real and financial interacting markets: a behavioral macro-model (Q502027) (← links)
- Symmetry breaking in a bull and bear financial market model (Q506811) (← links)
- Order book, financial markets, and self-organized criticality (Q508308) (← links)
- Dynamic effects of increasing heterogeneity in financial markets (Q602506) (← links)
- Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
- Market equilibria under procedural rationality (Q617618) (← links)
- An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) (← links)
- Fundamentalists vs. chartists: learning and predictor choice dynamics (Q633333) (← links)
- Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map (Q651356) (← links)
- Informational differences and learning in an asset market with boundedly rational agents (Q844656) (← links)
- On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets (Q905302) (← links)
- Heterogeneous fundamentalists and imitative processes (Q924395) (← links)
- Market mood, adaptive beliefs and asset price dynamics (Q943158) (← links)
- A behavioral asset pricing model with a time-varying second moment (Q943159) (← links)
- A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence (Q943958) (← links)
- Stability, chaos and multiple attractors: a single agent makes a difference (Q951400) (← links)
- A simple finite-difference stock market model involving intrinsic value (Q953626) (← 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)
- A dynamic analysis of moving average rules (Q959647) (← links)
- Asset price and wealth dynamics in a financial market with heterogeneous agents (Q959648) (← links)
- Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders (Q959650) (← 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)
- The emergence of bull and bear dynamics in a nonlinear model of interacting markets (Q1040112) (← links)
- Computation as economics (Q1274205) (← links)
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model (Q1274209) (← links)
- Time variation of second moments from a noise trader/infection model (Q1390898) (← links)
- Adaptive and statistical expectations in a renewable resource market. (Q1418583) (← links)
- Asset prices and wealth dynamics in a financial market with random demand shocks (Q1624119) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach (Q1656405) (← links)
- A laboratory experiment on the heuristic switching model (Q1657355) (← links)
- Interactions between stock, bond and housing markets (Q1657356) (← links)
- Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics (Q1657373) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- Asset allocation with time series momentum and reversal (Q1657387) (← links)
- Boom-bust dynamics in a stock market participation model with heterogeneous traders (Q1657388) (← links)
- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390) (← links)
- Some reflections on past and future of nonlinear dynamics in economics and finance (Q1715593) (← links)
- Steady states, stability and bifurcations in multi-asset market models (Q1715611) (← links)
- A heterogeneous agent model of asset price dynamics with two time delays (Q1715612) (← links)
- Analysis of a decision model in the context of equilibrium pricing and order book pricing (Q1783178) (← links)
- Intermittent chaos in a model of financial markets with heterogeneous agents (Q1878046) (← links)
- Time series properties of an artificial stock market (Q1960557) (← links)
- Agent-based computational finance: Suggested readings and early research (Q1978584) (← links)
- Heterogeneous beliefs and the non-linear cobweb model (Q1978589) (← links)
