Pages that link to "Item:Q959648"

The following pages link to Asset price and wealth dynamics in a financial market with heterogeneous agents (Q959648):

Displaying 32 items.

• Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
• Updating wealth in an asset pricing model with heterogeneous agents (Q607911) (← links)
• Market equilibria under procedural rationality (Q617618) (← links)
• Economic intermittency in a two-country model of business cycles coupled by investment (Q634919) (← links)
• Analysis of a heterogeneous trader model for asset price dynamics (Q659509) (← links)
• On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets (Q905302) (← links)
• Asset price and wealth dynamics in a financial market with heterogeneous agents (Q959648) (← links)
• From discrete to continuous time evolutionary finance models (Q964562) (← links)
• Asset prices and wealth dynamics in a financial market with random demand shocks (Q1624119) (← links)
• Itchy feet vs cool heads: flow of funds in an agent-based financial market (Q1656525) (← links)
• A laboratory experiment on the heuristic switching model (Q1657355) (← links)
• The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle (Q1657370) (← links)
• Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics (Q1657373) (← links)
• Solving an incomplete markets model with a large cross-section of agents (Q1657381) (← links)
• Cognitive ability and earnings performance: evidence from double auction market experiments (Q1657386) (← links)
• An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390) (← links)
• A heterogeneous agent model of asset price dynamics with two time delays (Q1715612) (← links)
• Price dynamics in an order-driven market with Bayesian learning (Q1723051) (← links)
• Wealth share analysis with ``fundamentalist/chartist'' heterogeneous agents (Q1723884) (← links)
• Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders (Q1994238) (← links)
• Speculative asset price dynamics and wealth taxes (Q2064592) (← links)
• Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach (Q2064596) (← links)
• Effects of fundamentals acquisition and strategy switch on stock price dynamics (Q2148678) (← links)
• Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
• Heterogeneous agents in multi-markets: a coupled map lattices approach (Q2228558) (← links)
• Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation (Q2270565) (← links)
• A prototype model of speculative dynamics with position-based trading (Q2270567) (← links)
• The impact of heterogeneous trading rules on the limit order book and order flows (Q2271649) (← links)
• The long-run behavior of consumption and wealth dynamics in complete financial market with heterogeneous investors (Q2336455) (← links)
• Wealth-driven competition in a speculative financial market: examples with maximizing agents (Q3518376) (← links)
• EFFECTS OF CONTRARIAN INVESTOR TYPE IN ASSET PRICE DYNAMICS (Q3647679) (← links)
• Robust mathematical formulation and probabilistic description of agent-based computational economic market models (Q6497548) (← links)