Pages that link to "Item:Q976529"
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The following pages link to On the specification of noise in two agent-based asset pricing models (Q976529):
Displaying 5 items.
- Estimation of a structural stochastic volatility model of asset pricing (Q540665) (← links)
- On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations (Q1655508) (← links)
- Boom-bust dynamics in a stock market participation model with heterogeneous traders (Q1657388) (← links)
- Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
