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ECONIS (ZBW)
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1
Heterogeneous
agent
models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
2
Discovering traders' heterogeneous behavior in high-frequency financial data
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
51
(
2018
)
4
,
pp. 821-846
Persistent link: https://www.econbiz.de/10011971267
Saved in:
3
Time-varying arbitrage and dynamic price discovery
Frijns, Bart
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Saved in:
4
Chapter 5.
Heterogeneous
Agent
Models in Finance
Dieci, Roberto
;
He, Xue-Zhong
- In:
Handbook of computational economics : Volume 4: …
,
(pp. 257-328)
.
2018
This chapter surveys the state-of-art of
heterogeneous
agent
models (HAMs) in finance using a jointly theoretical and …
Persistent link: https://www.econbiz.de/10014024353
Saved in:
5
Does monetary policy have any relationship with the expectations of stock market participants?
Hung, Kuo-Che
;
Ma, Tai
- In:
Journal of multinational financial management
39
(
2017
),
pp. 100-117
Persistent link: https://www.econbiz.de/10011927795
Saved in:
6
A comparison of U.S and Chinese financial market microstructure :
heterogeneous
agent
-based multi-asset artificial stock markets approach
Yang, Haijun
;
Wang, Harry Jiannan
;
Sun, Gui Ping
;
Wang, Li
- In:
Journal of evolutionary economics : JEE
25
(
2015
)
5
,
pp. 901-924
Persistent link: https://www.econbiz.de/10011481578
Saved in:
7
The optimal pricing of a market maker in a
heterogeneous
agent
economy
Guo, Bin
;
Zhang, Wei
;
Chen, Shu-Heng
;
Zhang, Yongjie
- In:
Finance research letters
14
(
2015
),
pp. 178-187
Persistent link: https://www.econbiz.de/10011552732
Saved in:
8
How do skilled traders change the structure of the market
Vacha, Lukas
;
Barunik, Jozef
;
Vošvrda, Miloslav S.
- In:
International review of financial analysis
23
(
2012
),
pp. 66-71
Persistent link: https://www.econbiz.de/10009690118
Saved in:
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