Pages that link to "Item:Q1020510"

The following pages link to Estimation of agent-based models: The case of an asymmetric herding model (Q1020510):

Displaying 49 items.

• Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
• Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model (Q426665) (← links)
• Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
• Behavioral heterogeneity in the option market (Q609834) (← links)
• Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach (Q844571) (← 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)
• On the specification of noise in two agent-based asset pricing models (Q976529) (← links)
• What distinguishes individual stocks from the index? (Q977581) (← links)
• Empirical validation of stochastic models of interacting agents (Q978855) (← links)
• Behavioral heterogeneity in stock prices (Q1017073) (← links)
• Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
• Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
• Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
• Booms, busts and behavioural heterogeneity in stock prices (Q1655513) (← links)
• Bayesian estimation of agent-based models (Q1655642) (← links)
• Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
• A method for agent-based models validation (Q1655690) (← links)
• Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
• Direct comparison of agent-based models of herding in financial markets (Q1656464) (← links)
• Agent-based model calibration using machine learning surrogates (Q1657336) (← 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)
• Empirical analysis and agent-based modeling of the Lithuanian parliamentary elections (Q1694236) (← links)
• Control of the socio-economic systems using herding interactions (Q1782800) (← links)
• Herding, trend chasing and market volatility (Q1991959) (← links)
• Heterogeneous expectations in the gold market: specification and estimation (Q1994393) (← links)
• Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
• Bessel-like birth-death process (Q2067127) (← links)
• Supportive interactions in the noisy voter model (Q2129471) (← links)
• Ordering dynamics in the voter model with aging (Q2141434) (← links)
• Order book model with herd behavior exhibiting long-range memory (Q2159603) (← links)
• Estimating a model of herding behavior on social networks (Q2170596) (← links)
• Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
• A comparison of economic agent-based model calibration methods (Q2181534) (← links)
• From ants to fishing vessels: a simple model for herding and exploitation of finite resources (Q2246624) (← links)
• Multi-agent-based VaR forecasting (Q2246798) (← links)
• Network structure andn-dependence in agent-based herding models (Q2271608) (← links)
• Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion (Q2291789) (← links)
• A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market (Q2675489) (← links)
• IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING? (Q2843380) (← links)
• SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS (Q3018437) (← links)
• Herding behaviour and volatility clustering in financial markets (Q4555131) (← links)
• Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets (Q4619545) (← links)
• Analytical approximation to the multidimensional Fokker–Planck equation with steady state (Q5051143) (← links)
• Loss aversion in an agent-based asset pricing model (Q5121497) (← links)
• Noisy voter model for the anomalous diffusion of parliamentary presence (Q5135049) (← links)
• Reduction from non-Markovian to Markovian dynamics: the case of aging in the noisy-voter model (Q5135066) (← links)
• A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY (Q5439973) (← links)