Pages that link to "Item:Q953788"

The following pages link to A robust rational route to randomness in a simple asset pricing model (Q953788):

Displaying 40 items.

• Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model (Q426665) (← links)
• Heterogeneous fundamentalists and market maker inventories (Q506814) (← links)
• Dynamic effects of increasing heterogeneity in financial markets (Q602506) (← links)
• A new method to control chaos in an economic system (Q606787) (← links)
• The heterogeneous expectations hypothesis: Some evidence from the lab (Q622229) (← links)
• Stochastic equilibria of an asset pricing model with heterogeneous beliefs and random dividends (Q622243) (← links)
• Interactions between the real economy and the stock market: a simple agent-based approach (Q714264) (← links)
• Evolution of heterogeneous beliefs and asset overvaluation (Q845608) (← links)
• Formation of rationally heterogeneous expectations (Q900375) (← links)
• The impact of short-selling constraints on financial market stability in a heterogeneous agents model (Q900382) (← links)
• Heterogeneous fundamentalists and imitative processes (Q924395) (← links)
• E\&F Chaos: A user friendly software package for nonlinear economic dynamics (Q943957) (← links)
• A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence (Q943958) (← links)
• Asset price and wealth dynamics in a financial market with heterogeneous agents (Q959648) (← links)
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583) (← links)
• Stability analysis of a cobweb model with market interactions (Q1039666) (← links)
• The emergence of bull and bear dynamics in a nonlinear model of interacting markets (Q1040112) (← links)
• A heterogeneous boundedly rational expectation model for housing market (Q1047297) (← links)
• Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
• Carl's nonlinear cobweb (Q1657353) (← links)
• When panic makes you blind: a chaotic route to systemic risk (Q1734544) (← links)
• Positive welfare effects of trade barriers in a dynamic partial equilibrium model (Q1991952) (← links)
• Innovate or imitate? Behavioural technological change (Q1991957) (← links)
• Asset price dynamics with heterogeneous beliefs and local network interactions (Q1994187) (← links)
• Experimental evidence on inflation expectation formation (Q1994579) (← links)
• Income inequality, consumption, credit and credit risk in a data-driven agent-based model (Q2002661) (← links)
• Speculative asset price dynamics and wealth taxes (Q2064592) (← links)
• Cross-section instability in financial markets: impatience, extrapolation, and switching (Q2064597) (← links)
• Production delays, supply distortions and endogenous price dynamics (Q2108627) (← links)
• An asset pricing model with accuracy-driven evolution of heterogeneous expectations (Q2108729) (← links)
• Does the ``uptick rule'' stabilize the stock market? Insights from adaptive rational equilibrium dynamics (Q2122405) (← links)
• The behavioral economics of currency unions: economic integration and monetary policy (Q2177996) (← links)
• Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation (Q2270561) (← links)
• Asset prices, traders' behavior and market design (Q2270562) (← links)
• When speculators meet suppliers: positive versus negative feedback in experimental housing markets (Q2338523) (← links)
• Procedural rationality, asset heterogeneity and market selection (Q2425148) (← links)
• Fundamentalists, chartists and asset pricing anomalies (Q4619488) (← links)
• COMPLEXITY OF A REAL ESTATE GAME MODEL WITH A NONLINEAR DEMAND FUNCTION (Q4908425) (← links)
• Refinement of dynamic equilibrium using small random perturbations (Q6077832) (← links)
• The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach (Q6148811) (← links)