MARKET STATISTICS OF A PSYCHOLOGY-BASED HETEROGENEOUS AGENT MODEL
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Publication:3606401
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Cites work
- Dynamics of price and trading volume in a spin model of stock markets with heterogeneous agents
- From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
- MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH
- Prospect theory and asset prices
- Scaling behaviors in differently developed markets
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
- Volatility cluster and herding
- Volatility clustering in agent based market models
Cited in
(6)- A meeting point of entropy and bifurcations in cross-diffusion herding
- Hopf bifurcation in symmetric networks of coupled oscillators with hysteresis
- Theory of agent-based market models with controlled levels of greed and anxiety
- Explaining the statistical features of the Spanish stock market from the bottom-up
- Dynamics of discrete time systems with a hysteresis stop operator
- scientific article; zbMATH DE number 1928754 (Why is no real title available?)
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