Pages that link to "Item:Q1017073"
From MaRDI portal
The following pages link to Behavioral heterogeneity in stock prices (Q1017073):
Displaying 50 items.
- Nonlinear expectations in speculative markets -- evidence from the ECB Survey of Professional Forecasters (Q310925) (← links)
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
- Estimation of an agent-based model of investor sentiment formation in financial markets (Q310977) (← links)
- Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862) (← links)
- Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics (Q319957) (← links)
- The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs (Q433381) (← links)
- Behavioral heterogeneity in the option market (Q609834) (← links)
- The heterogeneous expectations hypothesis: Some evidence from the lab (Q622229) (← links)
- An analysis of the effect of noise in a heterogeneous agent financial market model (Q622244) (← links)
- Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map (Q651356) (← links)
- Optimal premium policy of an insurance firm: full and partial information (Q661239) (← links)
- Interactions between the real economy and the stock market: a simple agent-based approach (Q714264) (← links)
- Behavioral heterogeneity in dynamic search situations: theory and experimental evidence (Q733500) (← links)
- Informational differences and learning in an asset market with boundedly rational agents (Q844656) (← links)
- Staggered updating in an artificial financial market (Q844760) (← links)
- Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations (Q846516) (← links)
- On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets (Q905302) (← links)
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583) (← links)
- Financial crises and interacting heterogeneous agents (Q976527) (← links)
- On the specification of noise in two agent-based asset pricing models (Q976529) (← links)
- More hedging instruments may destabilize markets (Q1032688) (← links)
- Can a stochastic cusp catastrophe model explain stock market crashes? (Q1042382) (← links)
- Anomalous volatility scaling in high frequency financial data (Q1619205) (← links)
- Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
- Learning from experience in the stock market (Q1624047) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Booms, busts and behavioural heterogeneity in stock prices (Q1655513) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach (Q1656405) (← links)
- The stock-bond comovements and cross-market trading (Q1656474) (← links)
- Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) (← links)
- Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
- A laboratory experiment on the heuristic switching model (Q1657355) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390) (← links)
- Time-varying arbitrage and dynamic price discovery (Q1657391) (← links)
- A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment (Q1673332) (← links)
- Some reflections on past and future of nonlinear dynamics in economics and finance (Q1715593) (← links)
- Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
- Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects (Q1734560) (← links)
- Strategy switching in the Japanese stock market (Q1994138) (← links)
- Asset price dynamics with heterogeneous beliefs and local network interactions (Q1994187) (← links)
- Heterogeneous expectations in the gold market: specification and estimation (Q1994393) (← links)
- Optimism, pessimism and financial bubbles (Q1994428) (← links)
- Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
- Identifying booms and busts in house prices under heterogeneous expectations (Q2002656) (← links)
- Estimation of heuristic switching in behavioral macroeconomic models (Q6106649) (← links)
- Detecting and measuring financial cycles in heterogeneous agents models: an empirical analysis (Q6497622) (← links)
