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~person:"Vosvrda, Miloslav"
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Search: subject:"Heterogeneous-agent"
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Hurst exponent
3
Heterogeneous agent model
2
Market structure
2
Skilled traders
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Smart traders
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heterogeneous agent model
1
market sentiment
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wavelets
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Vosvrda, Miloslav
Ribeiro, Ana Paula
12
Viegas, Miguel
12
Barunik, Jozef
8
Kukacka, Jiri
7
Dick, Christian D.
6
Menkhoff, Lukas
6
Vácha, Lukáš
6
Parra-Alvarez, Juan Carlos
5
Posch, Olaf
5
Vošvrda, Miloslav
5
Wang, Mu-Chun
5
Bayer, Christian
4
Borissov, Kirill
4
Dubey, Ram Sewak
4
Fonseca, Raquel
4
Langot, François
4
Luetticke, Ralph
4
Michaud, Pierre-Carl
4
Simaitis, Aistis
4
Sopraseuth, Thepthida
4
Vacha, Lukas
4
Zwinkels, Remco C. J.
4
Akira Toda, Alexis
3
Buncic, Daniel
3
Chang, Minsu
3
Frijns, Bart
3
Kumar, Krishna B.
3
Li, Xiaoping
3
Liu, Laura
3
Martin, Carolin
3
Melosi, Leonardo
3
Piras, Gion Donat
3
Plagborg-Møller, Mikkel
3
Polach, Jan
3
Rottner, Matthias
3
Schorfheide, Frank
3
Verschoor, Willem F.C.
3
Zhou, Chunyang
3
Anufriev, Mikhail
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Bulletin of the Czech Econometric Society
1
International Review of Financial Analysis
1
Journal of Economic Interaction and Coordination
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How do skilled traders change the structure of the market
Vacha, Lukas
;
Barunik, Jozef
;
Vosvrda, Miloslav
- In:
International Review of Financial Analysis
23
(
2012
)
C
,
pp. 66-71
We extend the original
heterogeneous
agent
model of Brock and Hommes (1998) by introducing the concept of skilled …
Persistent link: https://www.econbiz.de/10010574547
Saved in:
2
Smart predictors in the
heterogeneous
agent
model
Barunik, Jozef
;
Vacha, Lukas
;
Vosvrda, Miloslav
- In:
Journal of Economic Interaction and Coordination
4
(
2009
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10005015117
Saved in:
3
Wavelets and Sentiment in the Heterogeneous Agents Model
Vacha, Lukas
;
Vosvrda, Miloslav
- In:
Bulletin of the Czech Econometric Society
15
(
2008
)
The paper concerns a
heterogeneous
agent
model, which is an extension of the Brock and Hommes model. The heterogeneous …
Persistent link: https://www.econbiz.de/10008540587
Saved in:
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