Pages that link to "Item:Q5460660"
From MaRDI portal
The following pages link to The Dynamic Interaction of Speculation and Diversification (Q5460660):
Displaying 26 items.
- Excess covariance and dynamic instability in a multi-asset model (Q310954) (← links)
- Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model (Q426665) (← links)
- An evolutionary CAPM under heterogeneous beliefs (Q470657) (← links)
- Symmetry breaking in a bull and bear financial market model (Q506811) (← links)
- Market dynamics when agents anticipate correlation breakdown (Q659565) (← links)
- Target zone interventions and coordination of expectations (Q850929) (← links)
- A model of information flows and confirmatory bias in financial markets (Q894206) (← links)
- On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets (Q905302) (← links)
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach (Q956504) (← links)
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates (Q964583) (← links)
- Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
- The emergence of bull and bear dynamics in a nonlinear model of interacting markets (Q1040112) (← links)
- Interactions between stock, bond and housing markets (Q1657356) (← links)
- Steady states, stability and bifurcations in multi-asset market models (Q1715611) (← links)
- Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects (Q1734560) (← links)
- Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
- Speculative asset price dynamics and wealth taxes (Q2064592) (← links)
- Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach (Q2064596) (← links)
- Cross-section instability in financial markets: impatience, extrapolation, and switching (Q2064597) (← links)
- Asset price dynamics in a chartist-fundamentalist model with time delays: a bifurcation analysis (Q2314721) (← links)
- Econometric analysis of microscopic simulation models (Q3064019) (← links)
- Time-varying economic dominance in financial markets: A bistable dynamics approach (Q4575499) (← links)
- A financial market model with two discontinuities: Bifurcation structures in the chaotic domain (Q4575503) (← links)
- TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS (Q5291324) (← links)
- The inherent law of the unpredictability of financial asset price fluctuations: multistability and chaos (Q6130998) (← links)
- Robust mathematical formulation and probabilistic description of agent-based computational economic market models (Q6497548) (← links)