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CAPM
Theorie
78
Theory
78
Agent-based modeling
43
Agentenbasierte Modellierung
43
Heterogeneous agent model
30
heterogeneous agent model
23
heterogeneous agent models
22
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18
Estimation
17
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16
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16
Schätzung
16
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12
Heterogeneous agent
12
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12
Behavioural finance
11
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11
Heterogeneous Agent Model
11
Monetary policy
11
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11
Neoklassische Synthese
11
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10
Financial market
10
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10
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10
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10
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10
Heterogeneous Agent Models
9
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9
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8
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8
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8
Exchange rate
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Heterogeneous-agent model
8
Schock
8
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English
13
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Akira Toda, Alexis
3
Dieci, Roberto
2
Ladley, Dan
2
Simaitis, Aistis
2
Walsh, Kieran
2
De Kamps, Marc
1
Frijns, Bart
1
Fu, Jie
1
Geman, Hélyette
1
Guo, Hui
1
He, Xue-Zhong
1
He, Xue-zhong
1
Jeong, Daehee
1
LeBaron, Blake Dean
1
Lyu, Yang
1
Phelan, Gregory
1
Scheiber, Matthias
1
Zhang, Xiaoqi
1
Zhou, Wenyuan
1
Zwinkels, Remco C. J.
1
de Kamps, Marc
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Journal of economic dynamics & control
2
Birkbeck working papers in economics and finance : BWPEF
1
Computational economics
1
Discussion papers / University of Leicester, Department of Economics
1
Handbook of computational economics : Volume 4: Heterogeneous agent modeling
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
KDI policy study
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ECONIS (ZBW)
13
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1
A continuous
heterogeneous
agent
model for multi-asset pricing and portfolio construction under market matching friction
Fu, Jie
;
Zhang, Xiaoqi
;
Zhou, Wenyuan
;
Lyu, Yang
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 267-283
Persistent link: https://www.econbiz.de/10014446433
Saved in:
2
Heterogeneous
agent
models in finance
Dieci, Roberto
;
He, Xue-zhong
-
2018
Persistent link: https://www.econbiz.de/10013253829
Saved in:
3
Microconsistency in simple empirical agent-based financial models
LeBaron, Blake Dean
- In:
Computational economics
58
(
2021
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10012587794
Saved in:
4
Fat tails and spurious estimation of consumption-based asset pricing models
Akira Toda, Alexis
;
Walsh, Kieran
-
2017
Persistent link: https://www.econbiz.de/10011798055
Saved in:
5
On the robustness of theoretical asset pricing models
Phelan, Gregory
;
Akira Toda, Alexis
-
2015
Persistent link: https://www.econbiz.de/10011333100
Saved in:
6
Spot price modelling of industrial metals :an
heterogeneous
agent
based model for copper
Geman, Hélyette
;
Scheiber, Matthias
-
2014
Persistent link: https://www.econbiz.de/10010366820
Saved in:
7
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:
8
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:
9
Heterogeneous beliefs in over-the-counter markets
de Kamps, Marc
;
Ladley, Dan
;
Simaitis, Aistis
-
2013
Persistent link: https://www.econbiz.de/10009743732
Saved in:
10
Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis
;
Walsh, Kieran
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571
Saved in:
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