Pages that link to "Item:Q310961"
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The following pages link to Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961):
Displaying 39 items.
- Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
- Interactions between the real economy and the stock market: a simple agent-based approach (Q714264) (← links)
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← 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)
- 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)
- Direct comparison of agent-based models of herding in financial markets (Q1656464) (← links)
- The stock-bond comovements and cross-market trading (Q1656474) (← links)
- Optimal monetary policy in a New Keynesian model with animal spirits and financial markets (Q1656771) (← links)
- Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
- Interactions between stock, bond and housing markets (Q1657356) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- Some reflections on past and future of nonlinear dynamics in economics and finance (Q1715593) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← 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)
- Identifying booms and busts in house prices under heterogeneous expectations (Q2002656) (← links)
- Cross-section instability in financial markets: impatience, extrapolation, and switching (Q2064597) (← links)
- Automated and distributed statistical analysis of economic agent-based models (Q2097979) (← links)
- Search for profits and business fluctuations: how does banks' behaviour explain cycles? (Q2115960) (← 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)
- A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities (Q2228559) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- A macroscopic portfolio model: from rational agents to bounded rationality (Q2312403) (← links)
- An agent-based model of corporate bond trading (Q4554442) (← links)
- Herding behaviour and volatility clustering in financial markets (Q4555131) (← links)
- A financial market model with two discontinuities: Bifurcation structures in the chaotic domain (Q4575503) (← links)
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets (Q4619545) (← links)
- Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map (Q5056839) (← links)
- Loss aversion in an agent-based asset pricing model (Q5121497) (← links)
- Come Together: The Role of Cognitively Biased Imitators in a Small Scale Agent-Based Financial Market (Q5148535) (← links)
- Estimation of heuristic switching in behavioral macroeconomic models (Q6106649) (← links)
- Robust mathematical formulation and probabilistic description of agent-based computational economic market models (Q6497548) (← links)
- Detecting and measuring financial cycles in heterogeneous agents models: an empirical analysis (Q6497622) (← links)
- Approximate Bayesian inference for agent-based models in economics: a case study (Q6553215) (← links)
- Black-box Bayesian inference for agent-based models (Q6567092) (← links)
