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~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Hommes, Cars H."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Hommes, Cars H.
McAleer, Michael
39
Koopman, Siem Jan
34
Lucas, André
20
Bos, Charles S.
16
Chang, Chia-Lin
16
Asai, Manabu
9
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Janus, Paweł
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Lit, Rutger
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2
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Discussion paper / Tinbergen Institute
Working paper / Social Systems Research Institute, University of Wisconsin-Madison
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Behavioral learning equilibria
Hommes, Cars H.
;
Zhu, Mei
-
2013
Persistent link: https://www.econbiz.de/10010191433
Saved in:
2
Learning in cobweb experiments
Hommes, Cars H.
;
Sonnemans, Joep
;
Tuinstra, Jan
; …
-
2003
measured by the variance is significantly larger than the amplitude under RE, implying persistent excess
volatility
. However …
Persistent link: https://www.econbiz.de/10011333266
Saved in:
3
Financial markets as nonlinear adaptive evolutionary systems
Hommes, Cars H.
-
2001
. The evolutionarymodel explains stylized facts, such as fat tails,
volatility
clustering and long memory, of real financial …
Persistent link: https://www.econbiz.de/10011313923
Saved in:
4
Bifurcation routes to
volatility
clustering
Gaunersdorfer, Andrea
;
Hommes, Cars H.
;
Wagener, …
-
2000
, with technical analysts conditioning their forecastingrule upon deviations from a benchmark fundamental.
Volatility
…
Persistent link: https://www.econbiz.de/10011313936
Saved in:
5
Financial markets as nonlinear adaptive evolutionary systems
Hommes, Cars H.
-
2000
Persistent link: https://www.econbiz.de/10001554477
Saved in:
6
Bifurcation routes to
volatility
clustering
Gaunersdorfer, Andrea
;
Hommes, Cars H.
;
Wagener, …
-
2000
Persistent link: https://www.econbiz.de/10001554484
Saved in:
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