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Cites work
- A financial market model with endogenous fundamental values through imitative behavior
- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
- Empirical properties of asset returns: stylized facts and statistical issues
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
- Financial power laws: empirical evidence, models, and mechanisms
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Heterogeneous fundamentalists and imitative processes
- scientific article; zbMATH DE number 1049646 (Why is no real title available?)
- Institutional Investors and Stock Market Volatility
- Long-Term Memory in Stock Market Prices
- Power-law behaviour, heterogeneity, and trend chasing
- The emergence of bull and bear dynamics in a nonlinear model of interacting markets
- The skewness risk premium in equilibrium and stock return predictability
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach
- Time-varying economic dominance in financial markets: a bistable dynamics approach
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
Cited in
(5)- Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach
- How news affects the trading behaviour of different categories of investors in a financial market
- scientific article; zbMATH DE number 6796084 (Why is no real title available?)
- A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics
- A multi-market model with heterogeneous agents and switching mechanism
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