Asset price and wealth dynamics under heterogeneous expectations
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Publication:4646504
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Cited in
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- Complex dynamics in an asset pricing model with updating wealth
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- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
- Cognitive ability and earnings performance: evidence from double auction market experiments
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- Genetic learning as an explanation of stylized facts of foreign exchange markets
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- Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
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- Co-existence of trend and value in financial markets: estimating an extended Chiarella model
- Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
- Volatility clustering in agent based market models
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- Heterogeneity, convergence, and autocorrelations
- Markets with heterogeneous beliefs: a necessary and sufficient condition for a trader to vanish
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- Some reflections on past and future of nonlinear dynamics in economics and finance
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- Heterogeneous agents in multi-markets: a coupled map lattices approach
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- scientific article; zbMATH DE number 5957543 (Why is no real title available?)
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