An analysis of the effect of noise in a heterogeneous agent financial market model
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Publication:622244
DOI10.1016/J.JEDC.2010.09.006zbMATH Open1232.91538OpenAlexW2039141259MaRDI QIDQ622244FDOQ622244
Authors: Carl Chiarella, Xue-Zhong He, Min Zheng 
Publication date: 31 January 2011
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10453/14538
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Cited In (17)
- The effect of external noise on the dynamics of speculative markets
- Asset prices and wealth dynamics in a financial market with random demand shocks
- Bounded rationality, asymmetric information and mispricing in financial markets
- The impacts of investor network and herd behavior on market stability: social learning, network structure, and heterogeneity
- Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset
- Exchange rate bifurcation in a stochastic evolutionary finance model
- Hierarchical information and the rate of information diffusion
- News reaction in financial markets within a behavioral finance model with heterogeneous agents
- An endogenous evolution mechanism model of asset prices based on time-varying risk aversion coefficient
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment
- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
- Interactions between stock, bond and housing markets
- An evolutionary CAPM under heterogeneous beliefs
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model
- Real and financial market interactions in a multiplier-accelerator model: nonlinear dynamics, multistability and stylized facts
- An analysis on the fractional asset flow differential equations
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